Zufällige Bewegungen. (Zur Theorie der Brownschen Bewegung.)

Cited In (only showing first 100 items - show all)

The Dirichlet problem for Kolmogorov-Fokker-Planck type equations with rough coefficients
Numerical hypocoercivity for the Kolmogorov equation
Explicit structure of the Fokker-Planck equation with potential
Some remarks on degenerate hypoelliptic Ornstein-Uhlenbeck operators
Global existence for degenerate quadratic reaction-diffusion systems
Martingale problems for some degenerate Kolmogorov equations
Numerical methods for ultraparabolic equations
Nonlocal isoperimetric inequalities for Kolmogorov-Fokker-Planck operators
Two-sided bounds for degenerate processes with densities supported in subsets of \(\mathbb R^N\)
Hypocoercivity without confinement
\(L^p\) estimates for degenerate non-local Kolmogorov operators
Analysis of an uncertain volatility model
Harnack inequality for a class of Kolmogorov-Fokker-Planck equations in non-divergence form
Problem of determining of minor coefficient and right-hand side function in semilinear ultraparabolic equation
Short-time asymptotics of the regularizing effect for semigroups generated by quadratic operators
Localization and Analytic Properties of the Solutions of the Simplest Quantum Filtering Equation
Sharp derivative bounds for solutions of degenerate semi-linear partial differential equations
Density estimates for a random noise propagating through a chain of differential equations
Density estimates and short-time asymptotics for a hypoelliptic diffusion process
Riesz transforms of a general Ornstein-Uhlenbeck semigroup
Fundamental solutions for Kolmogorov-Fokker-Planck operators with time-depending measurable coefficients
On the fundamental solution and a variational formulation for a degenerate diffusion of Kolmogorov type
Hypoelliptic Laplacian, analytical twist and Cheeger-Müller theorem
On the fine properties of parabolic measures associated to strongly degenerate parabolic operators of Kolmogorov type
Moser's estimates for degenerate Kolmogorov equations with non-negative divergence lower order coefficients
Kolmogorov-Fokker-Planck equations: comparison principles near Lipschitz type boundaries
On the Fokker-Planck equations with inflow boundary conditions
The Vlasov-Poisson-Fokker-Planck equation in an interval with kinetic absorbing boundary conditions
Level Sets of the Fundamental Solution and Harnack Inequality for Degenerate Equations of Kolmogorov Type
Group Classification of a Class of Kolmogorov Equations with Time-Dependent Coefficients
Null-controllability of hypoelliptic quadratic differential equations
Introducing randomness into first-order and second-order deterministic differential equations
An asymptotic formula for the Kolmogorov diffusion and a refinement of Sinai's estimates for the integral of Brownian motion
Bounds on short cylinders and uniqueness in Cauchy problem for degenerate Kolmogorov equations
Hardy-Littlewood-Sobolev inequalities for a class of non-symmetric and non-doubling hypoelliptic semigroups
On the structure of the singular set for the kinetic Fokker–Planck equations in domains with boundaries
A deformation of Hodge theory on the cotangent bundle
Boundary Conditions and Subelliptic Estimates for Geometric Kramers-Fokker-Planck Operators on Manifolds with Boundaries
Weak regularization by stochastic drift: result and counter example
Stability of Densities for Perturbed Degenerate Diffusions
Kinetic maximal \(L^p\)-regularity with temporal weights and application to quasilinear kinetic diffusion equations
Mean value theorem and a maximum principle for Kolmogorov's equation
Hypoelliptic second order differential equations
Geometric analysis on Ornstein-Uhlenbeck operators with quadratic potentials
Regularity of the spatially homogenous fractional Kramers-Fokker-Planck equation
Approach to the steady state in kinetic models with thermal reservoirs at different temperatures
Quenching of flames by fluid advection
Intrinsic Taylor formula for Kolmogorov-type homogeneous groups
Constraint Ornstein-Uhlenbeck bridges
The uncertainty principle
On explicit \(L^2\)-convergence rate estimate for underdamped Langevin dynamics
Nonexistence results for the Cauchy problem for nonlinear ultraparabolic equations
Regularity for the Boltzmann equation conditional to macroscopic bounds
Velocity averaging and Hölder regularity for kinetic Fokker-Planck equations with general transport operators and rough coefficients
A structure preserving scheme for the Kolmogorov-Fokker-Planck equation
A class of nonlocal hypoelliptic operators and their extensions
Ergodic and mixing properties of the Boussinesq equations with a degenerate random forcing
Hypoelliptic Laplacian and twisted trace formula
Persistence probabilities and exponents
Hypocoercivity
Asymptotic behavior of solution of the inverse problem for weakly nonlinear ultraparabolic equation
On stochastic Langevin and Fokker-Planck equations: the two-dimensional case
Functional inequalities for a class of nonlocal hypoelliptic equations of Hörmander type
Hypoelliptic Laplacian and probability
The hypoelliptic Laplacian on the cotangent bundle
\(L^p\)-parabolic regularity and non-degenerate Ornstein-Uhlenbeck type operators
Nonuniqueness for the kinetic Fokker-Planck equation with inelastic boundary conditions
Determining of right-hand side of higher order ultraparabolic equation
Explicit parametrix and local limit theorems for some degenerate diffusion processes
Quadratic functionals and small ball probabilities for the \(m\)-fold integrated Brownian motion
Enhanced dissipation, hypoellipticity, and anomalous small noise inviscid limits in shear flows
Backward and forward filtering under the weak Hörmander condition
Harnack inequality and maximum principle for degenerate Kolmogorov operators in divergence form
Optimal control of ultradiffusion processes with application to mathematical finance
Hypocoercivity and global hypoellipticity for the kinetic Fokker-Planck equation in \(H^k\) spaces
The Dirichlet condition for the conformable fractional sub-elliptic equation on the Heisenberg group
An application of the Gaussian correlation inequality to the small deviations for a Kolmogorov diffusion
Pointwise estimates for degenerate Kolmogorov equations with \(L^p\)-source term
Quantitative De Giorgi methods in kinetic theory
Fundamental solutions for degenerate parabolic equations: existence, properties, and some applications
A Partial Fourier Transform Method for a Class of Hypoelliptic Kolmogorov Equations
Schauder type estimates for degenerate Kolmogorov equations with Dini continuous coefficients
Control problem for quadratic parabolic differential equations with sparse sensor sets of finite volume or anisotropically decaying density
Heat kernels for a class of hybrid evolution equations
The role of fundamental solution in potential and regularity theory for subelliptic PDE
Enhanced dissipation and Hörmander's hypoellipticity
A semicircle law and decorrelation phenomena for iterated Kolmogorov loops
Cauchy problem for vector-order degenerate parabolic systems of the Kolmogorov type with generalized initial data
Extended symmetry analysis of (1+2)-dimensional fine Kolmogorov backward equation
Variational methods for the kinetic Fokker-Planck equation
Hypocoercivity-compatible finite element methods for the long-time computation of Kolmogorov's equation
Preliminary group classification of \((2+1)\)-dimensional linear ultraparabolic Kolmogorov-Fokker-Planck equations
Extended symmetry analysis of remarkable (1+2)-dimensional Fokker–Planck equation
On the De Giorgi-Nash-Moser regularity theory for kinetic equations
Regularity results for Kolmogorov equations based on a blow-up argument
Smoothing properties of fractional Ornstein-Uhlenbeck semigroups and null-controllability
Schauder estimates for Kolmogorov-Fokker-Planck operators with coefficients measurable in time and Hölder continuous in space
Large time asymptotics for Fermi-Dirac statistics coupled to a Poisson equation
A new proof of the geometric Sobolev embedding for generalised Kolmogorov operators
On the obstacle problem associated to the Kolmogorov-Fokker-Planck operator with rough coefficients

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