scientific article; zbMATH DE number 4036838

zbMATH Open0636.60056MaRDI QIDQ3776321FDOQ3776321

Francis Hirsch, Nicolas Bouleau

Publication date: 1988

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

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zbMATH Keywords

Ornstein-Uhlenbeck operatorDirichlet space methodsflow of a stochastic differential equationquasi-continuous versions of the solution

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Variational methods applied to PDEs (35A15) Probabilistic potential theory (60J45)

Cited In (12)

• Propriété d'absolue continuité pour les équations différentielles stochastiques dépendant du passé. (Absolute continuity property for stochastic differential equations depending on the past)
• Quasi-everywhere regularity of solutions of Brownian stochastic differential equations and their flows
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• Title not available (Why is that?)
• Projection of the infinitesimal generator of a diffusion
• Title not available (Why is that?)
• An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients
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• On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients
• Optimality necessary conditions in singular stochastic control problems with nonsmooth data
• Espaces de Sobolev gaussiens. (Gaussian Sobolev spaces)
• Stochastic flows on the circle

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