Gaussian estimates for the solutions of some one-dimensional stochastic equations (Q494710): Difference between revisions

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+Density estimates for solutions to one dimensional backward SDE's
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+Gaussian-type lower bounds for the density of solutions of SDEs driven by fractional Brownian motions
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+Equations différentielles stochastiques dans    avec conditions aux bords
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+Concentration and deviation inequalities in infinite dimensions via covariance representations
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+Estimates for the density of functionals of SDEs with irregular drift
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+A Malliavin calculus method to study densities of additive functionals of SDE's with irregular drifts
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+Stein's method on Wiener chaos
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+Density formula and concentration inequalities with Malliavin calculus
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+The Malliavin Calculus and Related Topics
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+Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations
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+OPTIMAL GAUSSIAN DENSITY ESTIMATES FOR A CLASS OF STOCHASTIC EQUATIONS WITH ADDITIVE NOISE
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+A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations
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+Stochastic analysis in discrete and continuous settings. With normal martingales.
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+Probability approximation by Clark-Ocone covariance representation
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+Integration with respect to fractal functions and stochastic calculus. I
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+The Research Program of Stochastic Deformation (with a View Toward Geometric Mechanics)
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