Stochastic flows and Bismut formulas for stochastic Hamiltonian systems (Q2638354): Difference between revisions

The global flow of stochastic differential equations is studied when the drift is non-global Lipschitz and has non-linear growth, together with several applications to Hamiltonian systems.

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zbMATH Keywords

stochastic flow of diffeomorphisms

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Bismut formula

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reviewed by

Gheorghe Stoica

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.spa.2010.05.015

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cites work

Q4210478

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Pathwise uniqueness for a degenerate stochastic differential equation

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Large deviations and the Malliavin calculus

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Existence and uniqueness of an invariant measure for a chain of oscillators in contact with two heat baths

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Bismut type formulae for diffusion semigroups on Riemannian manifolds

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Non-equilibrium statistical mechanics of anharmonic chains coupled to two heat baths at different temperatures

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Formulae for the derivatives of heat semigroups

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Global flows for stochastic differential equations without global Lipschitz conditions

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Flow of Homeomorphisms and Stochastic Transport Equations

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A study of a class of stochastic differential equations with non-Lipschitzian coefficients

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Well-posedness of the transport equation by stochastic perturbation

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Smoothing properties of nonlinear stochastic equations in Hilbert spaces

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A classification of the second order degenerate elliptic operators and its probabilistic characterization

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Q3959169

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Elliptic and Parabolic Second-Order PDEs with Growing Coefficients

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Q3995203

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Q4337939

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Formulae for the derivatives of degenerate diffusion semigroups

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Stochastic flows for SDEs with non-Lipschitz coefficient.

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Q4303982

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Exponential convergence to non-equilibrium stationary states in classical statistical mechanics

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Q4933739

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Stochastic flows of diffeomorphisms on an open set in r<sup>n</sup>

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Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems.

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On the strong comparison theorems for solutions of stochastic differential equations

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A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT

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Identifiers

zbMATH Open document ID

1200.60049

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DOI

10.1016/j.spa.2010.05.015

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2638354

@@ Property / reviewed by @@
-Gheorghe Stoica
@@ Property / reviewed by: Gheorghe Stoica / rank @@
-Normal rank
@@ Property / reviewed by @@
+Gheorghe Stoica
@@ Property / reviewed by: Gheorghe Stoica / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spa.2010.05.015
+Normal rank
@@ Property / OpenAlex ID @@
+W2067130692
@@ Property / OpenAlex ID: W2067130692 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4210478
@@ Property / cites work: Q4210478 / rank @@
+Normal rank
@@ Property / cites work @@
+Pathwise uniqueness for a degenerate stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Large deviations and the Malliavin calculus
@@ Property / cites work: Large deviations and the Malliavin calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Existence and uniqueness of an invariant measure for a chain of oscillators in contact with two heat baths
+Normal rank
@@ Property / cites work @@
+Bismut type formulae for diffusion semigroups on Riemannian manifolds
+Normal rank
@@ Property / cites work @@
+Non-equilibrium statistical mechanics of anharmonic chains coupled to two heat baths at different temperatures
+Normal rank
@@ Property / cites work @@
+Formulae for the derivatives of heat semigroups
@@ Property / cites work: Formulae for the derivatives of heat semigroups / rank @@
+Normal rank
@@ Property / cites work @@
+Global flows for stochastic differential equations without global Lipschitz conditions
+Normal rank
@@ Property / cites work @@
+Flow of Homeomorphisms and Stochastic Transport Equations
+Normal rank
@@ Property / cites work @@
+A study of a class of stochastic differential equations with non-Lipschitzian coefficients
+Normal rank
@@ Property / cites work @@
+Well-posedness of the transport equation by stochastic perturbation
+Normal rank
@@ Property / cites work @@
+Smoothing properties of nonlinear stochastic equations in Hilbert spaces
+Normal rank
@@ Property / cites work @@
+A classification of the second order degenerate elliptic operators and its probabilistic characterization
+Normal rank
@@ Property / cites work @@
+Q3959169
@@ Property / cites work: Q3959169 / rank @@
+Normal rank
@@ Property / cites work @@
+Elliptic and Parabolic Second-Order PDEs with Growing Coefficients
+Normal rank
@@ Property / cites work @@
+Q3995203
@@ Property / cites work: Q3995203 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4337939
@@ Property / cites work: Q4337939 / rank @@
+Normal rank
@@ Property / cites work @@
+Formulae for the derivatives of degenerate diffusion semigroups
+Normal rank
@@ Property / cites work @@
+Stochastic flows for SDEs with non-Lipschitz coefficient.
+Normal rank
@@ Property / cites work @@
+Q4303982
@@ Property / cites work: Q4303982 / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential convergence to non-equilibrium stationary states in classical statistical mechanics
+Normal rank
@@ Property / cites work @@
+Q4933739
@@ Property / cites work: Q4933739 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic flows of diffeomorphisms on an open set in r<sup>n</sup>
+Normal rank
@@ Property / cites work @@
+Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems.
+Normal rank
@@ Property / cites work @@
+On the strong comparison theorems for solutions of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
+Normal rank