The differentiation of hypoelliptic diffusion semigroups
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Publication:1928879
zbMath1270.60073arXiv1004.2174MaRDI QIDQ1928879
Anton Thalmaier, Marc Arnaudon
Publication date: 4 January 2013
Published in: Illinois Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1004.2174
Malliavin calculus; derivative formula; integration-by-parts formula; hypo-elliptic diffusion semigroup
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H30: Applications of stochastic analysis (to PDEs, etc.)
60H07: Stochastic calculus of variations and the Malliavin calculus
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