Integration of Brownian vector fields. (Q1872277): Difference between revisions

The authors present an extended notion of strong solutions of stochastic differential equations driven by Wiener processes. They define solutions using Wiener chaos expansion (so called statistical solutions). The strong solutions of non-Lipschitzian stochastic differential equations are given by flows of Markovian kernels. A lot of examples are given, among them Sobolev flows on Euclidean spaces and spheres (in dimension 2 and 3 there are especially interesting).