Solutions statistiques fortes des équations différentielles stochastiques

Yves Le Jan; Olivier Raimond

doi:10.1016/s0764-4442(99)80039-1

Solutions statistiques fortes des équations différentielles stochastiques

Translated title of the contribution: Strong solutions of stochastic differential equations

Yves Le Jan, Olivier Raimond

Mathematics

Research output: Contribution to journal › Article › peer-review

Abstract

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

Translated title of the contribution	Strong solutions of stochastic differential equations
Original language	French
Pages (from-to)	893-896
Number of pages	4
Journal	Comptes Rendus de l'Academie des Sciences - Series I: Mathematics
Volume	327
Issue number	10
DOIs	https://doi.org/10.1016/s0764-4442(99)80039-1
State	Published - Nov 1998

ASJC Scopus subject areas

Mathematics(all)

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10.1016/s0764-4442(99)80039-1

Cite this

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

author = "{Le Jan}, Yves and Olivier Raimond",

year = "1998",

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Solutions statistiques fortes des équations différentielles stochastiques

Abstract

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