Hypoellipticité et hypoellipticité partielle pour les diffusions avec une condition frontière (Hypoellipticity and partial hypoellipticity for diffusions with a boundary condition)
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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
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