Abstract
Using the Wiener chaos decomposition, we show that strong solutions of non Lipschitzian SDE's are given by random markovian kernels.
Original language | English (US) |
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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 | |
State | Published - Nov 1998 |
ASJC Scopus subject areas
- General Mathematics