Solutions statistiques fortes des équations différentielles stochastiques

Translated title of the contribution: 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.

Translated title of the contributionStrong solutions of stochastic differential equations
Original languageFrench
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

  • Mathematics(all)

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