Regularite au bord pour les densites et les densites conditionnelles d'une diffusion reflechie hypoeiliptique

DOI10.1080/17442508708833447zbMATH Open0637.60092OpenAlexW2089943978MaRDI QIDQ3777201FDOQ3777201

Authors: Patrick Cattiaux 

Publication date: 1987

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508708833447

Recommendations

• Hypoellipticité et hypoellipticité partielle pour les diffusions avec une condition frontière (Hypoellipticity and partial hypoellipticity for diffusions with a boundary condition)
• Some Regularity Estimates for Diffusion Semigroups with Dirichlet Boundary Conditions
• Régularité \(C^{\infty}\) des noyaux de Wiener d'une diffusion. \((C^{\infty}\)-regularity of Wiener kernels of a diffusion)
• Existence and regularity of density for solutions to stochastic differential equations with boundary conditions
• Existence and regularity of the density for solutions of stochastic differential equations with boundary noise
• Publication:3473479
• scientific article; zbMATH DE number 3918891
• Regularity and global bounds of densities of invariant measures of diffusion processes
• Dirichlet regularity and degenerate diffusion

zbMATH Keywords

Malliavin calculusstochastic differential equationfilteringreflection at the boundaryHörmander conditions

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Diffusion processes (60J60) Stochastic integral equations (60H20)

Cites Work

• Hypoelliptic second order differential equations
• Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions
• Title not available (Why is that?)
• The partial malliavin calculus and its application to non-linear filtering
• Diffusions conditionnelles. I. Hypoellipticité partielle
• Last exit decompositions and regularity at the boundary of transition probabilities

Cited In (11)

• Long time behavior of stochastic hard ball systems
• A journey with the integrated \(\Gamma 2\) criterion and its weak forms
• Title not available (Why is that?)
• Stochastic calculus and degenerate boundary value problems
• Time reversal of diffusion processes with a boundary condition
• Hypoellipticité et hypoellipticité partielle pour les diffusions avec une condition frontière (Hypoellipticity and partial hypoellipticity for diffusions with a boundary condition)
• Differentiable measures and the Malliavin calculus
• Malliavin calculus of Bismut type for fractional powers of Laplacians in semi-group theory
• Ornstein-Uhlenbeck Pinball and the Poincaré Inequality in a Punctured Domain
• Last exit decompositions and regularity at the boundary of transition probabilities
• Euler schemes and half-space approximation for the simulation of diffusion in a domain

This page was built for publication: Regularite au bord pour les densites et les densites conditionnelles d'une diffusion reflechie hypoeiliptique

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3777201)