Integration of Brownian vector fields
Probability
2007-05-23 v2 chao-dyn
Chaotic Dynamics
Abstract
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.
Cite
@article{arxiv.math/9909147,
title = {Integration of Brownian vector fields},
author = {Yves Le Jan and Olivier Raimond},
journal= {arXiv preprint arXiv:math/9909147},
year = {2007}
}
Comments
40 pages, 7 encapsulated postscript figures, uses epsf