Strong solutions of stochastic differential equations

Yves Le Jan, Olivier Raimond

Research output: Contribution to journalArticlepeer-review

Abstract

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
Volume327
Issue number10
DOIs
StatePublished - Nov 1998

ASJC Scopus subject areas

  • General Mathematics

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