Bismut's way of the Malliavin calculus for non-Markovian semi-groups: an introduction

DOI10.1007/978-3-030-05168-6_7zbMath1480.60145arXiv2201.09524OpenAlexW2943984527MaRDI QIDQ2331033

Rémi Léandre

Publication date: 24 October 2019

Full work available at URL: https://arxiv.org/abs/2201.09524

zbMATH Keywords

Malliavin calculuspseudo-differential operatorshigher-order parabolic equationlarge deviations estimates

Mathematics Subject Classification ID

Heat equation (35K05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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