scientific article; zbMATH DE number 3638903

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical computation of solutions to systems of equations (65H10) Diffusion processes and stochastic analysis on manifolds (58J65) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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Kolmogorov-Fokker-Planck operators in dimension two: heat kernel and curvature
An extension of Hörmander's theorem for infinitely degenerate second-order operators
Differentiable measures and the Malliavin calculus
Construction of strong solutions of SDE's via Malliavin calculus
Boundary crossings and the distribution function of the maximum of Brownian sheet.
Ergodic and mixing properties of the Boussinesq equations with a degenerate random forcing
Wegner estimate for Gaussian random magnetic fields
Nonequilibrium Markov processes conditioned on large deviations
Upper estimate of martingale dimension for self-similar fractals
Ergodicity of hypoelliptic SDEs driven by fractional Brownian motion
White-noise approach to Malliavin's calculus
Hypoelliptic heat kernel inequalities on the Heisenberg group
Lie theory: Applications to problems in mathematical finance and economics
Stochastic differential equations on the plane: Smoothness of the solution
Closed form formulae for the heat kernels and the Green functions for the Laplacians on the symmetric spaces of rank one
A proof of Hörmander's theorem for sublaplacians on Carnot groups
Convergence in probability for perturbed stochastic integral equations
Stochastic evolution equations with random generators
Smooth density for some nilpotent rough differential equations
Densities for SDEs driven by degenerate \(\alpha\)-stable processes
The Malliavin calculus, a functional analytic approach
Classical Dirichlet forms on topological vector spaces --- closability and a Cameron-Martin formula
Stochastic calculus of variations for stochastic partial differential equations
A quantum nonadapted Ito formula and stochastic analysis in Fock scale
Homogenization of periodic linear degenerate PDEs
Stochastic calculus and degenerate boundary value problems
Hypoellipticity in infinite dimensions and an application in interest rate theory
Brownian Chen series and Atiyah-Singer theorem
Eigenvalue problems for the Schrödinger operator with the magnetic field on a compact Riemann manifold
Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions
Malliavin calculus for two-parameter Wiener functionals
Functional Itō calculus and stochastic integral representation of martingales
Two-sided bounds for degenerate processes with densities supported in subsets of \(\mathbb R^N\)
Optimal control of multiscale systems using reduced-order models
Non perturbative construction of invariant measure through confinement by curvature
Brownian sheet and capacity
Malliavin calculus and decoupling inequalities in Banach spaces
Long-time behaviour of a stochastic prey--predator model.
Nondegenerate SDEs with jumps and their hypoelliptic properties
Riesz transform and integration by parts formulas for random variables
Malliavin calculus and Euclidean quantum mechanics. I: Functional calculus
A variational approach to the construction and Malliavin differentiability of strong solutions of SDEs
On the connection of the white-noise and Malliavin calculi
Anticipating stochastic Volterra equations
A Lie algebroid on the Wiener space
Integration on loop groups. I: Quasi invariant measures
A local criterion for smoothness of densities and application to the supremum of the Brownian sheet
Numerical solutions of stochastic PDEs driven by arbitrary type of noise
Hypoellipticity theorems and conditional laws
Malliavin calculus for infinite-dimensional systems with additive noise
On the existence of smooth densities for jump processes
Processus sur l'espace de Wiener associés à des opérateurs élliptiques à coefficients dans certains espaces de Sobolev. (Processes on the Wiener space associated to elliptic operators with coefficients in certain Sobolev spaces)
Brownian motion on the Wiener sphere and the infinite-dimensional Ornstein-Uhlenbeck process
On Malliavin's proof of Hörmander's theorem
The strong Feller property for singular stochastic PDEs
Integration by parts for heat kernel measures revisited
Calcul des variations stochastique et processus de sauts
Espaces de Sobolev gaussiens. (Gaussian Sobolev spaces)
Regularity of laws and ergodicity of hypoelliptic SDEs driven by rough paths
Smoothness and asymptotic estimates of densities for SDEs with locally smooth coefficients and applications to square root-type diffusions
Statistical aspects of the fractional stochastic calculus
Computing deltas without derivatives
Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDEs with singular drift
Analysis and geometry on configuration spaces
Spectral gaps in Wasserstein distances and the 2D stochastic Navier-Stokes equations
The calculus of boundary processes
Malliavin-Stein method: a survey of some recent developments
Stein meets Malliavin in normal approximation
Probability densities for conditional statistics in the cubic sensor problem
scientific article; zbMATH DE number 1106853 (Why is no real title available?)
Density estimates for a random noise propagating through a chain of differential equations
Tools for Malliavin calculus in UMD Banach spaces
A generalized formula of Ito and some other properties of stochastic flows
Density bounds for solutions to differential equations driven by Gaussian rough paths
Uniqueness of generalized Schrödinger operators and applications
Classical Dirichlet forms on topological vector spaces - the construction of the associated diffusion process
Absolute continuity of the law of the solution to the 3-dimensional stochastic wave equation.
Hypoelliptic Laplacian and orbital integrals
The Atiyah-Singer theorems: A probabilistic approach. I: The index theorem
Diffusions conditionnelles. I. Hypoellipticité partielle
Dimension-independent estimates on the densities of Wiener functionals via the log-Sobolev inequality
scientific article; zbMATH DE number 682663 (Why is no real title available?)
Differential structure and flow equations on rough path space
Exponential ergodicity for SDEs under the total variation
Malliavin calculus for subordinated Lévy process
The substitution theorem for semilinear stochastic partial differential equations
Projection of the infinitesimal generator of a diffusion
A formal view on level 2.5 large deviations and fluctuation relations
Euler polynomials, Bernoulli polynomials, and Lévy's stochastic area formula
Small time asymptotics on the diagonal for Hörmander's type hypoelliptic operators
Generalized stochastic integrals and the Malliavin calculus
Malliavin calculus of Bismut type for fractional powers of Laplacians in semi-group theory
Hörmander's theorem for stochastic partial differential equations
scientific article; zbMATH DE number 3850185 (Why is no real title available?)
Fractional smoothness of images of logarithmically concave measures under polynomials
A Stroock Varadhan support theorem in non-linear filtering theory
Smoothness of harmonic maps for hypoelliptic diffusions.
An exercise in Malliavin's calculus
The Malliavin calculus and its application to second order parabolic differential equations: Part II
Estimates for invariant probability measures of degenerate SPDEs with singular and path-dependent drifts

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