paper

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

Integration of Brownian vector fields · wovepaper