scientific article

From MaRDI portal
Revision as of 08:04, 5 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:3684932

zbMath0568.60059MaRDI QIDQ3684932

Shigeo Kusuoka, Daniel W. Stroock

Publication date: 1985


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (only showing first 100 items - show all)

Smoothness of harmonic maps for hypoelliptic diffusions.Non-exponential decay of the heat kernelOn a criterion for hypoellipticityA relative compactness criterion in Wiener-Sobolev spaces and application to semi-linear stochastic PDEsA trajectorial interpretation of the dissipations of entropy and Fisher information for stochastic differential equationsSmoothness of harmonic functions for processes with jumps.Weak approximation of killed diffusion using Euler schemes.Heat trace asymptotics on equiregular sub-Riemannian manifoldsA stochastic Hopf bifurcationPrecise local estimates for differential equations driven by fractional Brownian motion: hypoelliptic caseCoercive inequalities for Hörmander type generators in infinite dimensionsSmoothness of the intensity measure density for interacting branching diffusions with immigra\-tionsWeak Milstein scheme without commutativity condition and its error boundThe Bismut-Elworthy-Li formula for mean-field stochastic differential equationsTube estimates for diffusion processes under a weak Hörmander conditionRandom nonlinear wave equations: Smoothness of the solutionsMinoration en temps petit de la densité d'une diffusion dégénérée. (Lower estimate for small times of the density of a degenerate diffusion)Large deviations and stochastic flows of diffeomorphismsPropriété d'absolue continuité pour les équations différentielles stochastiques dépendant du passé. (Absolute continuity property for stochastic differential equations depending on the past)Sur le théorème d'Atiyah-Singer. (About the Atiyah-Singer theorem)Euler scheme and tempered distributionsAn extension of Hörmander's theorem for infinitely degenerate second-order operatorsThe strong maximum principle and the Harnack inequality for a class of hypoelliptic non-Hörmander operatorsEstimation of the density of the solution of the robust Zakaï equationCriteria for hypoellipticity of differential operatorsA new proof of Moser's parabolic Harnack inequality using the old ideas of NashStochastic calculus of variations for stochastic partial differential equationsRegularity of a class of subLaplacians on the 3-dimensional torusThe law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution functionDiffusion in a weakly random Hamiltonian flowThe uncertainty principle and hypoelliptic operatorsOn degenerate elliptic operators of infinite typeHypoellipticity for infinitely degenerate quasilinear equations and the Dirichlet problemFundamental solutions of nonlocal Hörmander's operatorsRegularity of laws and ergodicity of hypoelliptic SDEs driven by rough pathsLower bounds for the density of locally elliptic Itô processesNondegenerate SDEs with jumps and their hypoelliptic propertiesLocal densities for a class of degenerate diffusionsOn left-invariant Hörmander operators in \(\mathbb R^N\). Applications to Kolmogorov-Fokker-Planck equationsHölder and Lipschitz continuity of the solutions to parabolic equations of the non-divergence typePropagation of regularity and global hypoellipticityThe transition from ergodic to explosive behavior in a family of stochastic differential equationsAn exercise in Malliavin's calculusAnalytical approximation of the transition density in a local volatility modelSmoothness and asymptotic estimates of densities for SDEs with locally smooth coefficients and applications to square root-type diffusionsA Malliavin calculus method to study densities of additive functionals of SDE's with irregular driftsOn Malliavin's proof of Hörmander's theoremMarkovian perturbation, response and fluctuation dissipation theoremA multiplier condition for hypoellipticity of complex vector fields with optimal loss of derivativesGlobal hypoellipticity and simultaneous approximabilityOn smoothing properties of transition semigroups associated to a class of SDEs with jumpsPrecise asymptotics of certain Wiener functionalsThe Malliavin calculus and stochastic delay equationsProperties of the density for a three-dimensional stochastic wave equationApplications of Malliavin calculus to stochastic differential equations with time-dependent coefficientsOn Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusionsErgodic and mixing properties of the Boussinesq equations with a degenerate random forcingCubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interactionSmoothness of densities for path-dependent SDEs under Hörmander's conditionContinuity of infinitely degenerate weak solutions via the trace methodGeneralisation of Hajek's stochastic comparison results to stochastic sumsSkorohod stochastic differential equations of diffusion typeAn extension of Hörmander's hypoellipticity theoremErgodicity of hypoelliptic SDEs driven by fractional Brownian motionSharp derivative bounds for solutions of degenerate semi-linear partial differential equationsHypoellipticity of certain infinitely degenerate second order operatorsInfinite dimensional Malliavin calculus and its applicationKusuoka-Stroock gradient bounds for the solution of the filtering equationDensities of one-dimensional backward SDEsAn ODE's version of the formula of Baker, Campbell, Dynkin and Hausdorff and the construction of Lie groups with prescribed Lie algebraHypoelliptic heat kernel inequalities on the Heisenberg groupDensity estimates for a random noise propagating through a chain of differential equationsStochastic differential equations on the plane: Smoothness of the solutionHörmander's theorem for semilinear SPDEsOn numerical density approximations of solutions of SDEs with unbounded coefficientsHomogenization of periodic linear degenerate PDEsLong-time behaviour of degenerate diffusions: UFG-type SDEs and time-inhomogeneous hypoelliptic processesSimulation of forward-reverse stochastic representations for conditional diffusionsProbabilistic solution of the American optionsA weak approximation method for irregular functionals of hypoelliptic diffusionsHypoellipticity of some degenerate subelliptic operatorsNon-hypoellipticity for degenerate elliptic operatorsDensity estimates and short-time asymptotics for a hypoelliptic diffusion processDifferentiable measures and the Malliavin calculusHypoellipticity of Fediĭ's type operators under Morimoto's logarithmic conditionAsymptotic ergodicity of the process of conditional law in some problem of nonlinear filteringA Bismut-Elworthy inequality for a Wasserstein diffusion on the circleSome boundedness properties of certain stationary diffusion semigroupsAbsolute continuity of distributions of solutions of anticipating stochastic differential equationsOn the connection between the Malliavin covariance matrix and Hörmander's conditionFundamental solutions and geometry of the sum of squares of vector fieldsLogarithmic estimates for the density of hypoelliptic two-parameter diffusionsExistence of a smooth density for the filter in nonlinear filtering with infinite dimensional noise\(H\)-\(C^1\) maps and elliptic SPDEs with polynomial and exponential perturbations of Nelson's Euclidean free fieldOpérateurs uniformément sous-elliptiques sur les groupes de Lie. (Uniformly sub-elliptic operators on Lie groups)Décroissance exponentielle du noyau de la chaleur sur la diagonale. I. (Exponential decay of the heat kernel over the diagonal. I)Exponential decay of the heat kernel over the diagonal. IIMajoration en temps petit de la densité d'une diffusion dégénéréeStochastic flows acting on Schwartz distributionsGeneralized solutions of a stochastic partial differential equation







This page was built for publication: