Abstract
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.
Citation
Yves Le Jan. Olivier Raimond. "Integration of Brownian vector fields." Ann. Probab. 30 (2) 826 - 873, April 2002. https://doi.org/10.1214/aop/1023481009
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