scientific article; zbMATH DE number 4178261
From MaRDI portal
Boundary value problems for linear higher-order PDEs (35G15) Boundary value problems for second-order elliptic equations (35J25) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Transition functions, generators and resolvents (60J35) Diffusion processes (60J60) Numerical computation of solutions to systems of equations (65H10)
Recommendations
Cited in
(15)- Stochastic calculus and degenerate boundary value problems
- Differentiable measures and the Malliavin calculus
- 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
- Poincaré inequalities and hitting times
- A probabilistic formula for gradients of solutions of hypoelliptic Dirichlet problems
- Exact approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme
- Estimation for stochastic damping Hamiltonian systems under partial observation. I: Invariant density
- L^2 hypocoercivity, deviation bounds, hitting times and Lyapunov functions
- scientific article; zbMATH DE number 774065 (Why is no real title available?)
- A remark on Malliavin calculus: uniform estimates and localization
- scientific article; zbMATH DE number 2220054 (Why is no real title available?)
- Explicit parametrix and local limit theorems for some degenerate diffusion processes
- Density estimates for a random noise propagating through a chain of differential equations
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3201183)
