Abstract
Under general hypotheses, we show that the flows of kernels can be associated to a stochastic differential equation (SDE). We also show a classification theorem of the solutions of the SDE: they can be obtained through filtering the coalescing solution with respect to a sub-noise containing the white noise driving the SDE. The example of the isotropic flows is studied.
Translated title of the contribution | A classification of the flows solution of a SDE |
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Original language | French |
Pages (from-to) | 273-276 |
Number of pages | 4 |
Journal | Comptes Rendus Mathematique |
Volume | 336 |
Issue number | 3 |
DOIs | |
State | Published - Feb 1 2003 |
ASJC Scopus subject areas
- General Mathematics