Estimation de Varadhan pour des diffusions à deux paremètres. (Varadhan estimator for two-parameter diffusions)

DOI10.1007/BF01198313zbMath0665.60057MaRDI QIDQ1116183

Francesco Russo, Rémi Léandre

Publication date: 1990

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

stochastic calculus of variations; smooth density; generalized Hörmander conditions; two-parameter diffusion; Varadhan estimate

Mathematics Subject Classification ID

60G60: Random fields

60H07: Stochastic calculus of variations and the Malliavin calculus

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

60H20: Stochastic integral equations

Related Items

Varadhan–Léandre estimates for a family of random vectors, Exponential decay of the heat kernel over the diagonal. II, The stochastic wave equation in two spatial dimensions, The law of the solution to a nonlinear hyperbolic SPDE, Small perturbations in a hyperbolic stochastic partial differential equation, Brownian cylinders and intersecting branes, Stochastic delay equations with hereditary drift: Estimates of the density, Logarithmic estimates for the density of hypoelliptic two-parameter diffusions, Estimation of the density of the solution of the robust Zakaï equation

Cites Work

• Lectures on stochastic differential equations and Malliavin calculus
• Majoration en temps petit de la densité d'une diffusion dégénérée
• Stochastic calculus with anticipating integrands
• Analysis of Wiener functionals (Malliavin calculus) and its applications to heat kernels
• Minoration en temps petit de la densité d'une diffusion dégénérée. (Lower estimate for small times of the density of a degenerate diffusion)
• Stochastic equations of hyperbolic type and a two-parameter Stratonovich calculus
• Stochastic integrals in the plane
• DIFFUSION PROCESSES AND RIEMANNIAN GEOMETRY
• Diffusion processes in a small time interval
• Malliavin calculus for two-parameter Wiener functionals
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