scientific article
From MaRDI portal
Publication:3201183
zbMath0715.60064MaRDI QIDQ3201183
Publication date: 1990
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical computation of solutions to systems of equations (65H10) Boundary value problems for second-order elliptic equations (35J25) Diffusion processes (60J60) Stochastic calculus of variations and the Malliavin calculus (60H07) Transition functions, generators and resolvents (60J35) Boundary value problems for linear higher-order PDEs (35G15)
Related Items (12)
Smoothness of harmonic maps for hypoelliptic diffusions. ⋮ Smoothness of harmonic functions for processes with jumps. ⋮ Smoothness of the intensity measure density for interacting branching diffusions with immigra\-tions ⋮ Estimation for stochastic damping Hamiltonian systems under partial observation. I: Invariant density ⋮ A probabilistic formula for gradients of solutions of hypoelliptic Dirichlet problems ⋮ Poincaré inequalities and hitting times ⋮ Explicit parametrix and local limit theorems for some degenerate diffusion processes ⋮ \(L^2\) hypocoercivity, deviation bounds, hitting times and Lyapunov functions ⋮ Stochastic calculus and degenerate boundary value problems ⋮ Exact approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme ⋮ Density estimates for a random noise propagating through a chain of differential equations ⋮ Differentiable measures and the Malliavin calculus
This page was built for publication: