scientific article; zbMATH DE number 3903683

zbMATH Open0566.60057MaRDI QIDQ3681671FDOQ3681671

Authors: Jean-Michel Bismut 

Publication date: 1984

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Malliavin calculuslocal timeGirsanov transformationreflecting diffusion processes

Mathematics Subject Classification ID

Diffusion processes (60J60) Markov processes (60J99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic analysis (60H99)

Cited In (6)

• The calculus of boundary processes
• On multidimensional diffusion processes with jumps
• Pure jump increasing processes and the change of variables formula
• Title not available (Why is that?)
• Jump processes as generalized gradient flows
• Last exit decompositions and regularity at the boundary of transition probabilities

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