Malliavin calculus of Bismut type without probability (Q861777)
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scientific article; zbMATH DE number 5119844
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| English | Malliavin calculus of Bismut type without probability |
scientific article; zbMATH DE number 5119844 |
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Malliavin calculus of Bismut type without probability (English)
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30 January 2007
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The author shows how Bismut's variational approach to the Malliavin calculus can be translated into the language of semigroups. This allows the author to formulate classical results concerning the smoothness and existence of certain probability densities without using purely probabilistic concepts. To derive the results the author uses effectively the well-known relationship between stochastic differential equations, pde's and semigroups.
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Malliavin calculus
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semigroups
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0.8171551823616028
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0.8055713772773743
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