Strong solutions of stochastic differential equations

Yves Le Jan, Olivier Raimond

Research output: Contribution to journalArticlepeer-review


Using the Wiener chaos decomposition, we show that strong solutions of non Lipschitzian SDE's are given by random markovian kernels.

Original languageEnglish (US)
Pages (from-to)893-896
Number of pages4
JournalComptes Rendus de l'Academie des Sciences - Series I: Mathematics
Issue number10
StatePublished - Nov 1998

ASJC Scopus subject areas

  • General Mathematics


Dive into the research topics of 'Strong solutions of stochastic differential equations'. Together they form a unique fingerprint.

Cite this