scientific article; zbMATH DE number 3982184
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Publication:3746599
zbMATH Open0607.60042MaRDI QIDQ3746599FDOQ3746599
Authors: Etienne Pardoux 
Publication date: 1986
Full work available at URL: http://www.numdam.org/item?id=SPS_1986__20__48_0
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Recommendations
Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)
Cited In (16)
- Feynman-Kac formulas for Dirichlet-Pauli-Fierz operators with singular coefficients
- A variational characterization of Langevin-Smoluchowski diffusions
- Ito formula for \(C^ 1\)-functions of semimartingales
- A trajectorial interpretation of the dissipations of entropy and Fisher information for stochastic differential equations
- Time reversal of diffusion processes with a boundary condition
- Markov bridges: SDE representation
- Stochastic partial differential equations with singular terminal condition
- Time reversal and reflected diffusions
- An extension of Itô's formula for elliptic diffusion processes
- Approximation via regularization of the local time of semimartingales and Brownian motion
- Time reversal of Markov processes with jumps under a finite entropy condition
- A Trajectorial Approach to the Gradient Flow Properties of Langevin--Smoluchowski Diffusions
- Enlarged filtrations for diffusions
- Two Brownian particles with rank-based characteristics and skew-elastic collisions
- Backward stochastic differential equations with singular terminal condition
- Title not available (Why is that?)
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