Integration of Brownian vector fields
arXiv:math/9909147
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.
40 pages, 7 encapsulated postscript figures, uses epsf