Integration of Brownian vector fields

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Using the Wiener chaos decomposition, we show that strong solutions of non Lipschitzian S.D.E.'s are given by random Markovian kernels. The example of Sobolev flows is studied in some detail, exhibiting interesting phase transitions.
40 pages, 7 encapsulated postscript figures, uses epsf

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Probability, Chaotic Dynamics, 60H10, 31C25, 76F05

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http://salesiana.dossiersoluciones.com/handle/123456789/79148

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/9909147
 http://arxiv.org/abs/math/9909147

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arXiv