scientific article; zbMATH DE number 4090454

MaRDI QIDQ3817360zbMATH OpenFDO

Authors Rémi Léandre

Publication date 1988

zbMATH Keywords

hypoellipticindex theoremsMalliavin calculusprobabilistic methods in geometrystochastic differential geometry

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Geometric probability and stochastic geometry (60D05) Stochastic calculus of variations and the Malliavin calculus (60H07) Diffusion processes (60J60)

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(6)

• Divergence theorems in path space. II: Degenerate diffusions
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• A new algorithm for computing path integrals and weak approximation of SDEs inspired by large deviations and Malliavin calculus

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