A Stochastic Interpretation of the Parametrix Method

DOI10.1007/S11253-024-02287-XMaRDI QIDQ6495807zbMATH OpenFDO

Authors Arturo Kohatsu-Higa

Publication date 2 May 2024

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11253-024-02287-X

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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Cites work

• scientific article; zbMATH DE number 51724 (Why is no real title available?)
• scientific article; zbMATH DE number 192908 (Why is no real title available?)
• scientific article; zbMATH DE number 2050993 (Why is no real title available?)
• scientific article; zbMATH DE number 3233089 (Why is no real title available?)
• Improved local approximation for multidimensional diffusions: The G-rates
• On uniqueness in law for parabolic SPDEs and infinite-dimensional SDEs
• On weak solution of SDE driven by inhomogeneous singular Lévy noise
• Second order probabilistic parametrix method for unbiased simulation of stochastic differential equations
• Stochastic differential geometry at Saint-Flour
• Stochastic levi sums
• Unbiased simulation of stochastic differential equations using parametrix expansions
• Weak uniqueness and density estimates for SDEs with coefficients depending on some path-functionals
• Well-posedness for some non-linear SDEs and related PDE on the Wasserstein space

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