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Integration of Brownian vector fields

Yves Le Jan·Olivier Raimond
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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.

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Yves Le Jan, Olivier Raimond. 2001-10-01. Integration of Brownian vector fields. https://arxiv.org/abs/math/9909147

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