Une classification des flots solutions d'une EDS

Yves Le Jan; Olivier Raimond

doi:10.1016/S1631-073X(03)00005-0

Une classification des flots solutions d'une EDS

Translated title of the contribution: A classification of the flows solution of a SDE

Yves Le Jan, Olivier Raimond

Mathematics

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

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
Original language	French
Pages (from-to)	273-276
Number of pages	4
Journal	Comptes Rendus Mathematique
Volume	336
Issue number	3
DOIs	https://doi.org/10.1016/S1631-073X(03)00005-0
State	Published - Feb 1 2003

ASJC Scopus subject areas

General Mathematics

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10.1016/S1631-073X(03)00005-0

Cite this

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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.",

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AB - 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.

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Une classification des flots solutions d'une EDS

Abstract

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