Regularite au bord pour les densites et les densites conditionnelles d'une diffusion reflechie hypoeiliptique
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Publication:3777201
DOI10.1080/17442508708833447zbMath0637.60092MaRDI QIDQ3777201
Publication date: 1987
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508708833447
stochastic differential equation; Malliavin calculus; filtering; Hörmander conditions; reflection at the boundary
60J60: Diffusion processes
60H07: Stochastic calculus of variations and the Malliavin calculus
60H20: Stochastic integral equations
Related Items
Euler schemes and half-space approximation for the simulation of diffusion in a domain, Time reversal of diffusion processes with a boundary condition, Stochastic calculus and degenerate boundary value problems, Differentiable measures and the Malliavin calculus
Cites Work
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- Diffusions conditionnelles. I. Hypoellipticité partielle
- Hypoelliptic second order differential equations
- Last exit decompositions and regularity at the boundary of transition probabilities
- The partial malliavin calculus and its application to non-linear filtering
- [https://portal.mardi4nfdi.de/wiki/Publication:3889862 Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions]
