scientific article; zbMATH DE number 3907496

zbMATH Open0568.60059MaRDI QIDQ3684932FDOQ3684932

Authors: Shigeo Kusuoka, Daniel W. Stroock

Publication date: 1985

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

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Malliavin calculus hypoellipticity subelliptic regularity properties Malliavin covariance matrix local regularity properties Hörmander's condition

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical computation of solutions to systems of equations (65H10) Diffusion processes and stochastic analysis on manifolds (58J65)

Cited In (only showing first 100 items - show all)

Propriété d'absolue continuité pour les équations différentielles stochastiques dépendant du passé. (Absolute continuity property for stochastic differential equations depending on the past)
Random nonlinear wave equations: Smoothness of the solutions
Regularity of a class of subLaplacians on the 3-dimensional torus
Hypoelliptic heat kernel inequalities on Lie groups
Two-sided bounds for degenerate processes with densities supported in subsets of \(\mathbb R^N\)
Properties of the density for a three-dimensional stochastic wave equation
Trace heat kernel asymptotics in 3D contact sub-Riemannian geometry
A trajectorial interpretation of the dissipations of entropy and Fisher information for stochastic differential equations
Regularity of probability laws by using an interpolation method
Exponential decay of the heat kernel over the diagonal. II
On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions
Markovian perturbation, response and fluctuation dissipation theorem
Short time full asymptotic expansion of hypoelliptic heat kernel at the cut locus
Sharp derivative bounds for solutions of degenerate semi-linear partial differential equations
Density estimates for a random noise propagating through a chain of differential equations
Ergodicity of hypoelliptic SDEs driven by fractional Brownian motion
Sur le théorème d'Atiyah-Singer. (About the Atiyah-Singer theorem)
On the connection between the Malliavin covariance matrix and Hörmander's condition
Smoothness and asymptotic estimates of densities for SDEs with locally smooth coefficients and applications to square root-type diffusions
Approximation of quantiles of components of diffusion processes.
On left-invariant Hörmander operators in \(\mathbb R^N\). Applications to Kolmogorov-Fokker-Planck equations
The transition from ergodic to explosive behavior in a family of stochastic differential equations
A new proof of Moser's parabolic Harnack inequality using the old ideas of Nash
Applications of Malliavin calculus to Monte-Carlo methods in finance. II
The uncertainty principle and hypoelliptic operators
Majoration en temps petit de la densité d'une diffusion dégénérée
Minoration en temps petit de la densité d'une diffusion dégénérée. (Lower estimate for small times of the density of a degenerate diffusion)
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Kusuoka-Stroock gradient bounds for the solution of the filtering equation
Regularity of laws and ergodicity of hypoelliptic SDEs driven by rough paths
Hölder and Lipschitz continuity of the solutions to parabolic equations of the non-divergence type
Coercive inequalities for Hörmander type generators in infinite dimensions
Large deviations and stochastic flows of diffeomorphisms
Stochastic differential equations on the plane: Smoothness of the solution
An ODE's version of the formula of Baker, Campbell, Dynkin and Hausdorff and the construction of Lie groups with prescribed Lie algebra
A relative compactness criterion in Wiener-Sobolev spaces and application to semi-linear stochastic PDEs
A version of Hörmander's theorem for the fractional Brownian motion
On numerical density approximations of solutions of SDEs with unbounded coefficients
Lower bounds for the density of locally elliptic Itô processes
Cubature methods and applications
On smoothing properties of transition semigroups associated to a class of SDEs with jumps
Differentiable measures and the Malliavin calculus
A stochastic Hopf bifurcation
Weak approximation of killed diffusion using Euler schemes.
On the functional estimation of multivariate diffusion processes
Hypoelliptic heat kernel inequalities on the Heisenberg group
Generalized solutions of a stochastic partial differential equation
Stochastic flows acting on Schwartz distributions
The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function
A multiplier condition for hypoellipticity of complex vector fields with optimal loss of derivatives
A Malliavin calculus method to study densities of additive functionals of SDE's with irregular drifts
Hypoellipticity for infinitely degenerate quasilinear equations and the Dirichlet problem
Hypoellipticity of certain infinitely degenerate second order operators
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Ergodic and mixing properties of the Boussinesq equations with a degenerate random forcing
Densities of one-dimensional backward SDEs
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Hypoellipticity of some degenerate subelliptic operators
Probabilistic solution of the American options
An extension of Hörmander's theorem for infinitely degenerate second-order operators
The strong maximum principle and the Harnack inequality for a class of hypoelliptic non-Hörmander operators
Fundamental solutions and geometry of the sum of squares of vector fields
Nondegenerate SDEs with jumps and their hypoelliptic properties
Smoothness of densities for path-dependent SDEs under Hörmander's condition
Smooth density for the solution of scalar SDEs with locally Lipschitz coefficients under Hörmander condition
Stochastic calculus of variations for stochastic partial differential equations
Generalisation of Hajek's stochastic comparison results to stochastic sums
Almost sure optimal hedging strategy
Décroissance exponentielle du noyau de la chaleur sur la diagonale. I. (Exponential decay of the heat kernel over the diagonal. I)
Opérateurs uniformément sous-elliptiques sur les groupes de Lie. (Uniformly sub-elliptic operators on Lie groups)
Asymptotic ergodicity of the process of conditional law in some problem of nonlinear filtering
Pseudogenerators of spatial transfer operators
Non-divergence equations structured on Hörmander vector fields: heat kernels and Harnack inequalities
Parametric inference for mixed models defined by stochastic differential equations
Homogenization of periodic linear degenerate PDEs
Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction
On Malliavin's proof of Hörmander's theorem
Functional quantization of a class of Brownian diffusions: a constructive approach
A signed measure on rough paths associated to a PDE of high order: results and conjectures
Global hypoellipticity and simultaneous approximability
Diffusion in a weakly random Hamiltonian flow
Euler scheme and tempered distributions
Local boundedness, maximum principles, and continuity of solutions to infinitely degenerate elliptic equations with rough coefficients
Heat trace asymptotics on equiregular sub-Riemannian manifolds
Continuity of infinitely degenerate weak solutions via the trace method
Uniform in time estimates for the weak error of the Euler method for SDEs and a pathwise approach to derivative estimates for diffusion semigroups
Some boundedness properties of certain stationary diffusion semigroups
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Logarithmic estimates for the density of hypoelliptic two-parameter diffusions
Probabilistic representation of integration by parts formulae for some stochastic volatility models with unbounded drift
Non-hypoellipticity for degenerate elliptic operators
The method of stochastic characteristics for linear second-order hypoelliptic equations
Hörmander's theorem for semilinear SPDEs
Ground state estimations in gauge theory
Ergodicity for a stochastic Hodgkin-Huxley model driven by Ornstein-Uhlenbeck type input
Smoothness of harmonic maps for hypoelliptic diffusions.
An extension of Hörmander's hypoellipticity theorem
Density estimates and short-time asymptotics for a hypoelliptic diffusion process

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