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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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
On the connection between the Malliavin covariance matrix and Hörmander's condition
Malliavin's stochastic calculus of variations for manifold-valued Wiener functionals and its applications
A quantum nonadapted Ito formula and stochastic analysis in Fock scale
An invariance result for capacities on Wiener space
Finite dimensional approximations to Wiener measure and path integral formulas on manifolds
Régularité des lois conditionnelles en théorie du filtrage non-linéaire et calcul des variations stochastique
Intégrales oscillantes stochastiques: Estimation asymptotique de fonctionnelles caractéristiques
Infinite dimensional Malliavin calculus and its application
Absolute continuity of distributions of solutions of anticipating stochastic differential equations
Superdegenerate hypoelliptic differential operators
Differential calculus on finite codimensional submanifolds of the Wiener space: The divergence operator
Existence of a smooth density for the filter in nonlinear filtering with infinite dimensional noise
The Malliavin calculus and its application to second order parabolic differential equations: Part I
Stochastic Operators and Semigroups and Their Applications in Physics and Biology
Regularity of the Itô-Lyons map
Criteria for hypoellipticity of differential operators
Regularity of the law of stochastic differential equations with jumps under Hörmander's conditions: the lent particle method
The Malliavin calculus and stochastic delay equations
Malliavin calculus with time dependent coefficients and application to nonlinear filtering
Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise
On the continuity of pathwise solutions to Langevin equations in infinite dimensions
Divergence theorems in path space
Flows of stochastic dynamical systems: The functional analytic approach
Densities of a measure-valued process governed by a stochastic partial differential equation
Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients
Flows for singular stochastic differential equations with unbounded drifts
Flows of homeomorphisms of stochastic differential equations with measurable drift
On fractional regularity of distributions of functions in Gaussian random variables
De Rham-Hodge-Kodaira decomposition in \(\infty\)-dimensions
Malliavin calculus of Bismut type without probability
Traces of harmonic functions and a new path space for the free quantum field
Wong-Zakai approximation for the stochastic Landau-Lifshitz-Gilbert equations
Anticipating stochastic differential systems with memory
Divergence theorems in path space. II: Degenerate diffusions
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

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