Integration of Brownian vector fields

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dc.creatorJan, Yves Le
dc.creatorRaimond, Olivier
dc.date1999-09-24
dc.date2001-10-01
dc.date.accessioned2026-07-07T05:30:53Z
dc.date.available2026-07-07T05:30:53Z
dc.descriptionUsing 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.
dc.description40 pages, 7 encapsulated postscript figures, uses epsf
dc.identifierhttps://arxiv.org/abs/math/9909147
dc.identifierhttp://arxiv.org/abs/math/9909147
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/79148
dc.subjectProbability
dc.subjectChaotic Dynamics
dc.subject60H10, 31C25, 76F05
dc.titleIntegration of Brownian vector fields
dc.typetext

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