scientific article; zbMATH DE number 4178261
zbMATH Open0715.60064MaRDI QIDQ3201183FDOQ3201183
Authors: Patrick Cattiaux 
Publication date: 1990
Title of this publication is not available (Why is that?)
Recommendations
Stochastic calculus of variations and the Malliavin calculus (60H07) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical computation of solutions to systems of equations (65H10) Boundary value problems for linear higher-order PDEs (35G15) Boundary value problems for second-order elliptic equations (35J25) Transition functions, generators and resolvents (60J35)
Cited In (15)
- Smoothness of harmonic maps for hypoelliptic diffusions.
- Density estimates for a random noise propagating through a chain of differential equations
- A remark on Malliavin calculus: uniform estimates and localization
- Smoothness of the intensity measure density for interacting branching diffusions with immigra\-tions
- Stochastic calculus and degenerate boundary value problems
- Poincaré inequalities and hitting times
- \(L^2\) hypocoercivity, deviation bounds, hitting times and Lyapunov functions
- Title not available (Why is that?)
- Differentiable measures and the Malliavin calculus
- Smoothness of harmonic functions for processes with jumps.
- Exact approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme
- A probabilistic formula for gradients of solutions of hypoelliptic Dirichlet problems
- Title not available (Why is that?)
- Estimation for stochastic damping Hamiltonian systems under partial observation. I: Invariant density
- Explicit parametrix and local limit theorems for some degenerate diffusion processes
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