scientific article; zbMATH DE number 3816685

MaRDI QIDQ3664099zbMATH OpenFDO

Authors Paul Malliavin

Publication date 1982

zbMATH Keywords

Wiener measureLebesgue measurestochastic calculus of variationsheat semi-groupHörmander's parabolic operators

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Diffusion processes and stochastic analysis on manifolds (58J65) Continuity and singularity of induced measures (60G30)

Cited in

(3)

• Precise asymptotics of certain Wiener functionals
• Projection of the infinitesimal generator of a diffusion
• Processus sur l'espace de Wiener associés à des opérateurs élliptiques à coefficients dans certains espaces de Sobolev. (Processes on the Wiener space associated to elliptic operators with coefficients in certain Sobolev spaces)

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