scientific article; zbMATH DE number 4172080

MaRDI QIDQ3197080zbMATH OpenFDO

Authors Masashi Suzuki

Publication date 1990

zbMATH Keywords

bath of infinitely many particles interacting with one anotherMalliavin calculusMcKean equationssmooth density functions

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

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(7)

• Differentiable measures and the Malliavin calculus
• Smoothing properties of McKean-Vlasov SDEs
• Malliavin calculus for non-colliding particle systems
• The Ornstein-Uhlembeck equation and a related Malliavin calculus
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