scientific article
From MaRDI portal
zbMath0656.60046MaRDI QIDQ3803914
Paul Malliavin, Hélène Airault
Publication date: 1988
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) General theory of stochastic processes (60G07) Diffusion processes and stochastic analysis on manifolds (58J65)
Related Items
A conditional approach to the anticipating Girsanov transformation, Fractional order Sobolev spaces on Wiener space, Quasi sure analysis and Stratonovich anticipative stochastic differential equations, Surface measures generated by differentiable measures, Asymptotic behavior of divergences and Cameron-Martin theorem on loop spaces., A local criterion for smoothness of densities and application to the supremum of the Brownian sheet, Onsager-Machlup functional for some smooth norms on Wiener space, Sets of finite perimeter and the Hausdorff-Gauss measure on the Wiener space, Stokes formula on the Wiener space and \(n\)-dimensional Nourdin-Peccati analysis, A probabilistic formula for gradients of solutions of hypoelliptic Dirichlet problems, De Rham-Hodge-Kodaira operator on loop groups, An integral inequality for the invariant measure of a stochastic reaction-diffusion equation, Random fields and the geometry of Wiener space, Construction of a surface integral under local Malliavin assumptions, and related integration by parts formulas, Gaussian measures on linear spaces, Properties of the set of positivity for the density of a regular Wiener functional, Surface measures and integration by parts formula on levels sets induced by functionals of the Brownian motion in \(\mathbb{R}^n\), Stochastic anticipative calculus on the path space over a compact Riemannian manifold, Some relations among classes of \(\sigma\)-fields on Wiener space, Surface measures in infinite dimension, Traces of Sobolev functions on regular surfaces in infinite dimensions, Maximum principle for the Laplacian with respect to a measure in a domain of the Hilbert space, Invariant and Quasi-invariant Measures for Equations in Hydrodynamics, Logarithmic Sobolev inequalities on loop groups, Analysis on Wiener spaces. II: Differential forms, Integration on loop groups. II: Heat equation for the Wiener measure, Maximal Sobolev regularity in Neumann problems for gradient systems in infinite dimensional domains, Malliavin calculus for non-Gaussian differentiable measures and surface measures in Hilbert spaces, \(\mathbb{D}^ \infty\)-cohomology groups and \(\mathbb{D}^ \infty\)-maps on submanifolds in Wiener spaces, Integration on loop groups. III: Asymptotic Peter-Weyl orthogonality, Rectifiable sets and coarea formula for metric-valued mappings, A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold, Transport equations and quasi-invariant flows on the Wiener space, Geometry of foliations on the Wiener space and stochastic calculus of variations, On the space of BV functions and a related stochastic calculus in infinite dimensions, Surface measures and convergence of the Ornstein-Uhlenbeck semigroup in Wiener spaces, A Gaussian kinematic formula, Vanishing of one-dimensional \(L^2\)-cohomologies of loop groups, Towards a theory of BV functions in abstract Wiener spaces, On Skorokhod differentiable measures, Asymptotic behavior of the divergence on loop spaces over a compact Riemannian manifold, Sobolev spaces with respect to a weighted Gaussian measure in infinite dimensions, On integration by parts formula on open convex sets in Wiener spaces, Integration on loop groups. I: Quasi invariant measures, Probabilistic solution of the American options, Surface measures in infinite-dimensional spaces, Projection of the infinitesimal generator of a diffusion, Construction of non-Gaussian surface measures by Malliavin's method, Differentiable measures and the Malliavin calculus, Brownian and fractional Brownian stochastic currents via Malliavin calculus, Invariant measures for the two-dimensional averaged-Euler equations, The quasi-sure uniqueness of solutions for differential equations on Wiener space, Analysis on Wiener spaces. I: Nonlinear maps, Differential calculus on finite codimensional submanifolds of the Wiener space: The divergence operator, Surface measures and tightness of \((r,p)\)-capacities on Poisson space, Modulus of continuity of the canonic Brownian motion ``on the group of diffeomorphisms of the circle, Large deviations for stochastic flows and their applications
