Hypoellipticité et hypoellipticité partielle pour les diffusions avec une condition frontière (Hypoellipticity and partial hypoellipticity for diffusions with a boundary condition)
From MaRDI portal
Publication:1077816
zbMath0595.60059MaRDI QIDQ1077816
Publication date: 1986
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_1986__22_1_67_0
Malliavin calculus; filtering problems; diffusion degeneration; Hörmander's type conditions; reflection conditions
62M20: Inference from stochastic processes and prediction
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60G35: Signal detection and filtering (aspects of stochastic processes)
60J50: Boundary theory for Markov processes
Related Items
Euler schemes and half-space approximation for the simulation of diffusion in a domain, Ornstein-Uhlenbeck Pinball and the Poincaré Inequality in a Punctured Domain, Asymptotic Equivalence Between Boundary Perturbations and Discrete Exit Times: Application to Simulation Schemes, Singular integrals and Feller semigroups with jump phenomena, Long time behavior of stochastic hard ball systems, Malliavin calculus of Bismut type for fractional powers of Laplacians in semi-group theory, Time reversal of diffusion processes with a boundary condition, Stochastic calculus and degenerate boundary value problems, Differentiable measures and the Malliavin calculus, The existence of smooth densities for the prediction filtering and smoothing problems, Spectral analysis of hypoelliptic Višik-Ventcel' boundary value problems, Ventcel' boundary value problems for elliptic Waldenfels operators, Estimation for stochastic damping Hamiltonian systems under partial observation. I: Invariant density