scientific article; zbMATH DE number 3839057
From MaRDI portal
Publication:3308798
Differential forms in global analysis (58A10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Hamilton's equations (70H05) Optimal stochastic control (93E20)
Cited in
(37)- Minoration en temps petit de la densité d'une diffusion dégénérée. (Lower estimate for small times of the density of a degenerate diffusion)
- A short proof of a martingale representation result
- Diffusions conditionnelles. I. Hypoellipticité partielle
- Diffusions conditionnelles. II. Générateur conditionel. Application au filtrage
- Martingale representation and hedging policies
- A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold
- On some estimates in quasi sure limit theorem for SDE's
- Brownian surfaces with boundary and Deligne cohomology
- Brownian cylinders and intersecting branes
- Stochastic discrete Hamiltonian variational integrators
- Noise and dissipation on coadjoint orbits
- The variational principle for optimal control of diffusions with partial information
- A stochastic approach to the Euler-Poincaré number of the loop space of a developable orbifold
- Stochastic variational principles for dissipative equations with advected quantities
- Predicting uncertainty in geometric fluid mechanics
- A review of structure-preserving numerical methods for engineering applications
- Networks of coadjoint orbits: from geometric to statistical mechanics
- The efficient solution of the (quietly constrained) noisy, linear regulator problem
- Backward doubly SDEs and semilinear stochastic PDEs in a convex domain
- Isotropic stochastic flow of homeomorphisms on \(S^{d}\) for the critical Sobolev exponent
- Variational principles for fluid dynamics on rough paths
- Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions
- A generalized formula of Ito and some other properties of stochastic flows
- Dynamic utility and related nonlinear SPDEs driven by Lévy noise
- Flow of Homeomorphisms and Stochastic Transport Equations
- Variational integrators for stochastic Hamiltonian systems on Lie groups
- Probabilistic approach for systems of second order quasi-linear parabolic PDEs
- Stochastic Wess-Zumino-Witten model over a symplectic manifold
- Stochastic multisymplectic PDEs and their structure-preserving numerical methods
- Stochastic variational principles for the collisional Vlasov-Maxwell and Vlasov-Poisson equations
- Stochastic geometric models with non-stationary spatial correlations in Lagrangian fluid flows
- Scaling limits of stochastic transport equations on manifolds
- Integration on loop groups. I: Quasi invariant measures
- The Atiyah-Singer theorems: A probabilistic approach. I: The index theorem
- Continuity modulus of stochastic homeomorphism flows for SDEs with non-Lipschitz coefficients
- Computing ergodic limits for Langevin equations
- Stochastic Hamiltonian dynamical systems
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 Q3308798)
