Dirichlet forms and analysis on Wiener space

DOI10.1515/9783110858389zbMATH Open0748.60046OpenAlexW1510833486MaRDI QIDQ1189381FDOQ1189381

Authors: Francis Hirsch, Nicolas Bouleau 

Publication date: 18 September 1992

Published in: De Gruyter Studies in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/9783110858389

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zbMATH Keywords

Malliavin calculusDirichlet formsstochastic differential equationsWiener spaceOrnstein-Uhlenbeck operator

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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• Renormalisation of finitely ramified fractals
• Error Calculus and Path Sensitivity in Financial Models
• Absence of spectral gaps on a class of loop spaces
• Uniqueness properties of degenerate elliptic operators
• The weighted Hardy inequality and self-adjointness of symmetric diffusion operators
• Uniqueness of diffusion on domains with rough boundaries
• An approximate criterium of essential self-adjointness of Dirichlet operators
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• Iteration of the lent particle method for existence of smooth densities of Poisson functionals
• Markov properties of multiparameter processes and capacities
• On a class of non-symmetric diffusions containing fully nonsymmetric distorted Brownian motions
• Measures induced on Wiener space by monotone shifts
• Stochastic delay differential equations in a Hilbert space driven by fractional Brownian motion
• Measures and Dirichlet forms under the Gelfand transform
• Wiener chaos and uniqueness for stochastic transport equation
• Derivative formulae for stochastic differential equations driven by Poisson random measures
• Global properties of Dirichlet forms in terms of Green's formula
• Poincaré inequality for weighted first order Sobolev spaces on loop spaces
• Strong hypercontractivity and relative subharmonicity
• A Hille--Yosida type theorem in ordered convex cones
• ON HUNT PROCESSES AND STRICT CAPACITIES ASSOCIATED WITH GENERALIZED DIRICHLET FORMS
• A Rademacher-type theorem on \(L^2\)-Wasserstein spaces over closed Riemannian manifolds
• Functional analytic (ir-)regularity properties of SABR-type processes
• Hardy inequalities, Rellich inequalities and local Dirichlet forms
• Short-time asymptotics in Dirichlet spaces
• On a capacity for modular spaces
• Capacities, removable sets and \(L^p\)-uniqueness on Wiener spaces
• Transformation of the Wiener measure under non-invertible shifts
• On the Clark Ocone formula for the abstract Wiener space
• Conservativeness criteria for generalized Dirichlet forms
• Continuity and Gaussian two-sided bounds of the density functions of the solutions to path-dependent stochastic differential equations via perturbation
• Dirichlet Forms in Simulation
• Schauder estimates for equations associated with Lévy generators
• The Lent Particle Method for Marked Point Processes
• A large deviation principle for \((r,p)\)-capacities on the Wiener space
• Ergodic decomposition of Dirichlet forms via direct integrals and applications
• Error structures and parameter estimation.
• Generalized Bakry-Émery curvature condition and equivalent entropic inequalities in groups
• When and how an error yields a Dirichlet form
• Stochastic flow approach to Dupire's formula
• Malliavin and flow regularity of SDEs. Application to the study of densities and the stochastic transport equation
• Differential one-forms on Dirichlet spaces and Bakry-Émery estimates on metric graphs
• L'algèbre de Lie des gradients itérés d'un générateur markovien---développements de moyennes et entropies
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• Girsanov theorem for anticipative shifts on Poisson space
• Existence of densities of solutions of stochastic differential equations by Malliavin calculus
• Spectral condition, hitting times and Nash inequality
• Absolute continuity and convergence in variation for distributions of functionals of Poisson point measure
• Removable singularities for a Sobolev space
• Extended covariance identities and inequalities
• \(L^{p}\)-Liouville property for non-local operators
• Donsker's theorem and Dirichlet forms.
• Regularity in capacity and the Dirichlet Laplacian
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• A calculus on Fock space and its probabilistic interpretations
• Principal component decomposition of non-parametric tests
• Magnetic energies and Feynman-Kac-Itô formulas for symmetric Markov processes
• On Dirichlet forms and semi-Dirichlet forms. Remarks on the book ``Semi-Dirichlet forms and Markov processes by Yoichi Oshima
• Properties of the set of positivity for the density of a regular Wiener functional
• The Stein-Dirichlet-Malliavin method
• Closability, regularity, and approximation by graphs for separable bilinear forms
• Sup-norm-closable bilinear forms and Lagrangians
• Heat kernel asymptotics for the measurable Riemannian structure on the Sierpinski gasket
• Application of the lent particle method to Poisson-driven SDEs
• Uniqueness of diffusion operators and capacity estimates
• Lévy processes, pseudo-differential operators and Dirichlet forms in the Heisenberg group
• Magnetic Laplacians of locally exact forms on the Sierpinski gasket
• Sensitivity analysis and density estimation for finite-time ruin probabilities
• An estimate of the gap of spectrum of Schrödinger operators which generate hyperbounded semigroups
• On the stochastic regularity of distorted Brownian motions
• Scaling and saturation in infinite-dimensional control problems with applications to stochastic partial differential equations
• Volume growth and escape rate of symmetric diffusion processes
• Finite energy coordinates and vector analysis on fractals
• On extensions of local Dirichlet forms
• The stochastic value function in metric measure spaces
• Malliavin calculus in abstract Wiener space using infinitesimals
• Nonlinear Diffusion Equations and Curvature Conditions in Metric Measure Spaces
• Sparse optimal stochastic control
• A geometric interpretation of the transition density of a symmetric Lévy process
• Transition density estimates for a class of Lévy and Lévy-type processes
• Stochastic completeness and honesty
• Global power functions of goodness of fit tests.
• Laplacians on infinite graphs: Dirichlet and Neumann boundary conditions
• The Dirichlet-to-Neumann operator on rough domains
• Semigroups, potential spaces and applications to (S)PDE
• Optimal transport, Cheeger energies and contractivity of dynamic transport distances in extended spaces
• A trajectorial interpretation of the dissipations of entropy and Fisher information for stochastic differential equations
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• Sobolev-Orlicz imbeddings, weak compactness, and spectrum
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• Markovian perturbation, response and fluctuation dissipation theorem
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• Heat kernel based decomposition of spaces of distributions in the framework of Dirichlet spaces
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• Surface measures generated by differentiable measures
• A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
• Dimension-free Harnack inequalities on \(\mathrm{RCD}(K, \infty )\) spaces
• On the Bakry-Émery condition, the gradient estimates and the local-to-global property of \(\mathrm{RCD}^*(K,N)\) metric measure spaces
• Self-improvement of the Bakry-Émery condition and Wasserstein contraction of the heat flow in \(\text{RCD}(K, \infty)\) metric measure spaces
• Bakry-Émery curvature-dimension condition and Riemannian Ricci curvature bounds

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