Perturbations singulieres et solutions stochastiques de problèmes de D. Neumann-Spencer

MaRDI QIDQ1234960zbMATH OpenFDO

Authors Hélène Airault

Publication date 1976

Published in Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Transition functions, generators and resolvents (60J35)

Cited in

(7)

• Pathwise differentiability for SDEs in a convex polyhedron with oblique reflection
• Multiplicative functional for the heat equation on manifolds with boundary
• Bismut-Elworthy's formula and random walk representation for SDEs with reflection
• Brownian earthworm
• A Feynman-Kac formula for differential forms on manifolds with boundary and geometric applications
• Multiplicative functional for reflected Brownian motion via deterministic ODE
• Heat flow regularity, Bismut-Elworthy-Li's derivative formula, and pathwise couplings on Riemannian manifolds with Kato bounded Ricci curvature

This page was built for publication: Perturbations singulieres et solutions stochastiques de problèmes de D. Neumann-Spencer

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1234960)