Integration of Brownian vector fields
成果类型：
Article
署名作者：
Le Jan, Y; Raimond, O
署名单位：
Universite Paris Saclay
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
发表日期：
2002
页码：
826-873
关键词：
摘要：
Using the Wiener chaos decomposition, we show that strong solutions of non-Lipschitzian stochastic differential equations are given by random Markovian kernels. The example of Sobolev flows is studied in some detail, exhibiting interesting phase transitions.