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- Large deviations and stochastic flows of diffeomorphisms
- Propriété d'absolue continuité pour les équations différentielles stochastiques dépendant du passé. (Absolute continuity property for stochastic differential equations depending on the past)
- Sur le théorème d'Atiyah-Singer. (About the Atiyah-Singer theorem)
- Criteria for hypoellipticity of differential operators
- A new proof of Moser's parabolic Harnack inequality using the old ideas of Nash
- Stochastic calculus of variations for stochastic partial differential equations
- The uncertainty principle and hypoelliptic operators
- Precise asymptotics of certain Wiener functionals
- The Malliavin calculus and stochastic delay equations
- Applications of Malliavin calculus to stochastic differential equations with time-dependent coefficients
- Skorohod stochastic differential equations of diffusion type
- Infinite dimensional Malliavin calculus and its application
- Hypoellipticity of some degenerate subelliptic operators
- Differentiable measures and the Malliavin calculus
- Asymptotic ergodicity of the process of conditional law in some problem of nonlinear filtering
- Stochastic flows acting on Schwartz distributions
- Generalized solutions of a stochastic partial differential equation
- Non-exponential decay of the heat kernel
- A stochastic Hopf bifurcation
- Propagation of regularity and global hypoellipticity
- Logarithmic estimates for the density of hypoelliptic two-parameter diffusions
- Weak Milstein scheme without commutativity condition and its error bound
- The Bismut-Elworthy-Li formula for mean-field stochastic differential equations
- Tube estimates for diffusion processes under a weak Hörmander condition
- Hölder and Lipschitz continuity of the solutions to parabolic equations of the non-divergence type
- Sharp derivative bounds for solutions of degenerate semi-linear partial differential equations
- Densities of one-dimensional backward SDEs
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- Non-hypoellipticity for degenerate elliptic operators
- H-C^1 maps and elliptic SPDEs with polynomial and exponential perturbations of Nelson's Euclidean free field
- Smoothness of harmonic maps for hypoelliptic diffusions.
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- Smoothness of harmonic functions for processes with jumps.
- Weak approximation of killed diffusion using Euler schemes.
- Smoothness of the intensity measure density for interacting branching diffusions with immigra\-tions
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- The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function
- On degenerate elliptic operators of infinite type
- Markovian perturbation, response and fluctuation dissipation theorem
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- Continuity of infinitely degenerate weak solutions via the trace method
- Long-time behaviour of degenerate diffusions: UFG-type SDEs and time-inhomogeneous hypoelliptic processes
- A weak approximation method for irregular functionals of hypoelliptic diffusions
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- A Bismut-Elworthy inequality for a Wasserstein diffusion on the circle
- Precise local estimates for differential equations driven by fractional Brownian motion: hypoelliptic case
- Local densities for a class of degenerate diffusions
- Smoothness of densities for path-dependent SDEs under Hörmander's condition
- An extension of Hörmander's hypoellipticity theorem
- Hypoellipticity of certain infinitely degenerate second order operators
- Kusuoka-Stroock gradient bounds for the solution of the filtering equation
- Hörmander's theorem for semilinear SPDEs
- Hypoellipticity of Fediĭ's type operators under Morimoto's logarithmic condition
- Coercive inequalities for Hörmander type generators in infinite dimensions
- Fundamental solutions of nonlocal Hörmander's operators
- Trace heat kernel asymptotics in 3D contact sub-Riemannian geometry
- Smooth density for the solution of scalar SDEs with locally Lipschitz coefficients under Hörmander condition
- The stochastic acceleration problem in two dimensions
- Hypoelliptic heat kernel inequalities on Lie groups
- Functional quantization of a class of Brownian diffusions: a constructive approach
- Divergence theorems in path space. II: Degenerate diffusions
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- Two-sided bounds for degenerate processes with densities supported in subsets of \(\mathbb R^N\)
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- Approximation of quantiles of components of diffusion processes.
- Diagonal estimates of transition probability densities of certain degenerate diffusion processes
- A version of Hörmander's theorem for the fractional Brownian motion
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