Strong solutions of stochastic differential equations

Authors
Le Jan, Y Raimond, O
Citation
Y. Le Jan et O. Raimond, Strong solutions of stochastic differential equations, CR AC S I, 327(10), 1998, pp. 893-896
Citations number
5
Categorie Soggetti
Mathematics
Journal title
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE
ISSN journal
07644442 → ACNP
Volume
327
Issue
10
Year of publication
1998
Pages
893 - 896
Database
ISI
SICI code
0764-4442(199811)327:10<893:SSOSDE>2.0.ZU;2-P
Abstract
Using the Wiener chaos decomposition, we show that strong solutions of non Lipschitzian SDE's are given by random markovian kernels. (C) Academie des Sciences/Elsevier, Paris.