scientific article; zbMATH DE number 3986319
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Cited in
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- Spectral gap for the stochastic quantization equation on the 2-dimensional torus
- The strong Feller property for singular stochastic PDEs
- Tube estimates for diffusion processes under a weak Hörmander condition
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- Dynamics of stochastic coral reefs model with multiplicative nonlinear noise
- The existence of smooth densities for the prediction filtering and smoothing problems
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- Application of Malliavin calculus to a class of stochastic differential equations
- An extension of Hörmander's theorem for infinitely degenerate second-order operators
- The differentiation of hypoelliptic diffusion semigroups
- Density estimates and short-time asymptotics for a hypoelliptic diffusion process
- Simplified stochastic calculus via semimartingale representations
- A Bismut-Elworthy inequality for a Wasserstein diffusion on the circle
- Backward Itô-Ventzell and stochastic interpolation formulae
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- Approximation to stochastic variance reduced gradient Langevin dynamics by stochastic delay differential equations
- Positive recurrent of stochastic coral reefs model
- Smoothness of densities for path-dependent SDEs under Hörmander's condition
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- Hörmander's theorem for semilinear SPDEs
- Multivariate approximations in Wasserstein distance by Stein's method and Bismut's formula
- Stochastic calculus with respect to \(G\)-Brownian motion viewed through rough paths
- Influence of stochastic perturbation on prey-predator systems
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- Two-sided bounds for degenerate processes with densities supported in subsets of \(\mathbb R^N\)
- Spectral gaps in Wasserstein distances and the 2D stochastic Navier-Stokes equations
- Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
- Long-time behaviour of a stochastic prey--predator model.
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- Regularity of laws and ergodicity of hypoelliptic SDEs driven by rough paths
- Integrability and tail estimates for Gaussian rough differential equations
- Nondegenerate SDEs with jumps and their hypoelliptic properties
- Smooth density for some nilpotent rough differential equations
- The transition from ergodic to explosive behavior in a family of stochastic differential equations
- Ergodic and mixing properties of the Boussinesq equations with a degenerate random forcing
- Existence of densities for stochastic evolution equations driven by fractional Brownian motion
- A stochastic SIR epidemic evolution model with non-concave force of infection: mathematical modeling and analysis
- Effects of stochastic perturbation on the SIS epidemic system
- A variational approach to nonlinear and interacting diffusions
- The Malliavin calculus and hypoelliptic differential operators
- Stability of Densities for Perturbed Degenerate Diffusions
- Ergodicity of hypoelliptic SDEs driven by fractional Brownian motion
- Probability density for a hyperbolic SPDE with time dependent coefficients
- Ergodicity of the 3D stochastic Navier-Stokes equations driven by mildly degenerate noise
- A probability approximation framework: Markov process approach
- Approximation of the invariant measure of stable SDEs by an Euler-Maruyama scheme
- Localization crossover for the continuous Anderson Hamiltonian in 1-d
- A version of Hörmander's theorem for Markovian rough paths
- Explicit parametrix and local limit theorems for some degenerate diffusion processes
- Asymptotic behavior of predator-prey systems perturbed by white noise
- On Malliavin's proof of Hörmander's theorem
- Functional inequalities for a family of infinite-dimensional diffusions with degenerate noise
- Exponential scalar mixing for the 2D Navier-Stokes equations with degenerate stochastic forcing
- A gradient flow on control space with rough initial condition
- Side boundary potentials for a Kolmogorov-type PDE
- Integration by parts formulas and Lie symmetries of SDEs
- Rearranged stochastic heat equation
- Long-time behavior of an SIR model with perturbed disease transmission coefficient
- Uniqueness of invariant measures for classical spin systems driven by degenerate noise
- Smooth densities of stochastic differential equations forced by degenerate stable type noises
- Error estimates between SGD with momentum and underdamped Langevin diffusion
- A martingale representation for a European-style option under a semi-Markov-switching diffusion model
- Ruelle-Pollicott resonances of stochastic systems in reduced state space. Part I: Theory
- On the connection between the Malliavin covariance matrix and Hörmander's condition
- Malliavin calculus for infinite-dimensional systems with additive noise
- Homogenization of periodic linear degenerate PDEs
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