scientific article; zbMATH DE number 4046808

MaRDI QIDQ3784937zbMATH OpenFDO

Authors Nicolas Bouleau, Francis Hirsch

Publication date 1986

Full work available at URL http://www.numdam.org/item?id=SPS_1986__20__131_0, https://eudml.org/doc/113542

zbMATH Keywords

Dirichlet spaceexistence of densitiesfactorization lemmaOrnstein-Uhlenbeck semigroup

Mathematics Subject Classification ID

Probability theory on algebraic and topological structures (60B99) Stochastic analysis (60H99) Diffusion processes (60J60)

Recommendations

• scientific article; zbMATH DE number 3976038
• Formes de Dirichlet générales et densité des variables aléatoires réelles sur l'espace de Wiener. (General Dirichlet forms and density of real random variables on Wiener space)
• scientific article; zbMATH DE number 4180445
• scientific article; zbMATH DE number 4036838
• scientific article; zbMATH DE number 3983595

Cited in

(30)

• Formes de Dirichlet générales et densité des variables aléatoires réelles sur l'espace de Wiener. (General Dirichlet forms and density of real random variables on Wiener space)
• Propriété d'absolue continuité pour les équations différentielles stochastiques dépendant du passé. (Absolute continuity property for stochastic differential equations depending on the past)
• Linear stochastic differential equations with boundary conditions
• Espaces de Sobolev gaussiens. (Gaussian Sobolev spaces)
• Forme de Dirichlet sur l'espace canonique de Poisson et applications aux équations différentielles stochastiques. (Dirichlet form on the canonical Poisson space and applications to stochastic differential equations)
• Differentiable measures and the Malliavin calculus
• Classical Dirichlet forms on topological vector spaces --- closability and a Cameron-Martin formula
• Generalization of Itô's formula for smooth nondegenerate martingales.
• Conditioned Brownian motion and multipliers into SL^
• Regularization by noise for the point vortex model of mSQG equations
• The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications
• Penalisation techniques for one-dimensional reflected rough differential equations
• Rigorous mean-field limit and cross-diffusion
• Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients
• Existence and smoothness of the density for the stochastic continuity equation
• Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations
• scientific article; zbMATH DE number 4180445 (Why is no real title available?)
• Malliavin calculus for regularity structures: the case of gPAM
• scientific article; zbMATH DE number 3976038 (Why is no real title available?)
• scientific article; zbMATH DE number 3983595 (Why is no real title available?)
• scientific article; zbMATH DE number 4036838 (Why is no real title available?)
• a general correspondence between\\ Dirichlet forms and right processes
• Absolute continuity for some one-dimensional processes
• Regularity and strict positivity of densities for the nonlinear stochastic heat equation
• Stochastic representations of derivatives of solutions of one-dimensional parabolic variational inequalities with Neumann boundary conditions
• Full well-posedness of point vortex dynamics corresponding to stochastic 2D Euler equations
• Malliavin calculus for stochastic point vortex and Lagrangian models
• Quadratic covariation and Itô's formula for smooth nondegenerate martingales
• Malliavin calculus and densities for singular stochastic partial differential equations
• On numerical density approximations of solutions of SDEs with unbounded coefficients

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3784937)