Integration of Brownian vector fields
نویسندگان
چکیده
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. Résumé. Intégration de champs de vecteurs browniens. En utilisant la décomposition en chaos de Wiener, nous montrons que les solutions fortes d'E.D.S. non Lipschitziennes sont données par des noyaux markoviens aléatoires. L'exemple des flots de Sobolev estétudié, d'intéressantes transitions de phases sont observées.
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تاریخ انتشار 2002