Higher-order relations for derivatives of nonlinear diffusion semigroups

DOI10.1023/A:1010401203717MaRDI QIDQ2739674zbMATH OpenOpenAlexFDO

Authors A. Val. Antonyuk, O. V. Antonyuk

Publication date 13 September 2001

Published in Ukraïns'kyĭ Matematychnyĭ Zhurnal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1010401203717

zbMATH Keywords

Cameron-Martin directionMalliavin calculusnonlinear diffusion semigroupsWiener measure

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Diffusion processes (60J60)

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Cited in

(2)

• Derivative and divergence formulae for diffusion semigroups
• Derivative formula and applications for degenerate diffusion semigroups

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