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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Lipschitz-stability of controlled rough paths and rough differential equations
Criteria for hypoellipticity of differential operators
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Malliavin calculus with time dependent coefficients and application to nonlinear filtering
Admissible vector fields and related diffusions on infinite-dimensional manifolds
Most probable paths for anisotropic Brownian motions on manifolds
Existence of geometric ergodic periodic measures of stochastic differential equations
Superconvergence phenomenon in Wiener chaoses
The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications
Malliavin calculus and Euclidean quantum mechanics. I: Functional calculus
A generalized formula of Ito and some other properties of stochastic flows
Computing deltas without derivatives
Chebyshev-Hermite polynomials and distributions of polynomials in Gaussian random variables
A formal view on level 2.5 large deviations and fluctuation relations
An invariance result for capacities on Wiener space
Wong-Zakai approximation for the stochastic Landau-Lifshitz-Gilbert equations
Riesz transform and integration by parts formulas for random variables
scientific article; zbMATH DE number 1106853 (Why is no real title available?)
Feynman and the mathematics
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)
On the equivalence of Sobolev norms in Malliavin spaces
Anticipating stochastic Volterra equations
Upper estimate of martingale dimension for self-similar fractals
On fractional regularity of distributions of functions in Gaussian random variables
Statistical aspects of the fractional stochastic calculus
Flows of stochastic dynamical systems: The functional analytic approach
Hypoelliptic heat kernel inequalities on the Heisenberg group
Malliavin calculus for subordinated Lévy process
A version of Hörmander's theorem for Markovian rough paths
Expected exit time for time-periodic stochastic differential equations and applications to stochastic resonance
Levy's functional analysis in terms of an infinite dimensional Brownian motion. I
The Malliavin calculus and its application to second order parabolic differential equations: Part I
A gradient flow on control space with rough initial condition
Law of large numbers and central limit theorem for Donsker's delta function of diffusions. I
Singular control of stochastic Volterra integral equations
Large deviation principle for fractional Brownian motion with respect to capacity
Large deviations and Berry-Esseen inequalities for estimators in nonhomogeneous diffusion driven by fractional Brownian motion
Curvature terms in small time heat kernel expansion for a model class of hypoelliptic Hörmander operators
Regularity of the Itô-Lyons map
Persistence of \(C^1\) inertial manifolds under small random perturbations
Hypoellipticity in infinite dimensions and an application in interest rate theory
Smoothness of Malliavin derivatives and dissipativity of solutions to two-dimensional micropolar fluid system
Malliavin calculus of Bismut type for fractional powers of Laplacians in semi-group theory
An exercise in Malliavin's calculus
Superdegenerate hypoelliptic differential operators
Random rotational invariance of integration by parts formulas within a Bismut-type approach
Malliavin calculus of Bismut type without probability
Hypoellipticity and parabolic hypoellipticity of nonlocal operators under Hörmander's condition
Classical Dirichlet forms on topological vector spaces --- closability and a Cameron-Martin formula
The Kolmogorov operator and classical mechanics
Malliavin-Stein method: a survey of some recent developments
Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients
Tools for Malliavin calculus in UMD Banach spaces
scientific article; zbMATH DE number 5058812 (Why is no real title available?)
Espaces de Sobolev gaussiens. (Gaussian Sobolev spaces)
Uniqueness of generalized Schrödinger operators and applications
Long-time behaviour of a stochastic prey--predator model.
On the existence of smooth densities for jump processes
Numerical solutions of stochastic PDEs driven by arbitrary type of noise
Stein meets Malliavin in normal approximation
Convergence in probability for perturbed stochastic integral equations
A Stroock Varadhan support theorem in non-linear filtering theory
Divergence theorems in path space. II: Degenerate diffusions
From martingales to multivalued stochastic differential equations in polyhedral domains: a tribute to Dominique Lépingle
Divergence theorems in path space. III: Hypoelliptic diffusions and beyond
Hypoellipticity theorems and conditional laws
Flows for singular stochastic differential equations with unbounded drifts
The substitution theorem for semilinear stochastic partial differential equations
Differential structure and flow equations on rough path space
Ergodic and mixing properties of the Boussinesq equations with a degenerate random forcing
Nonequilibrium Markov processes conditioned on large deviations
A proof of Hörmander's theorem for sublaplacians on Carnot groups
\(L^2\) estimates and existence theorems for the \(\overline{\partial}\) operators in infinite dimensions. II
scientific article; zbMATH DE number 3930058 (Why is no real title available?)
Stochastic Processes in the Decades after 1950
Malliavin calculus of Bismut type for an operator of order four on a Lie group
Existence and smoothness of the densities of stochastic functional differential equations with jumps
Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions
Closed form formulae for the heat kernels and the Green functions for the Laplacians on the symmetric spaces of rank one
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 extension of Hörmander's theorem for infinitely degenerate second-order operators
A quantum nonadapted Ito formula and stochastic analysis in Fock scale
Stochastic analysis and random Schrödinger operators
Nondegenerate SDEs with jumps and their hypoelliptic properties
Functional inequalities for a family of infinite-dimensional diffusions with degenerate noise
Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise
Spectral gaps in Wasserstein distances and the 2D stochastic Navier-Stokes equations
Infinite-dimensional Lie algebras, representations, Hermitian duality and the operators of stochastic calculus
Stochastic calculus of variations for stochastic partial differential equations
Non perturbative construction of invariant measure through confinement by curvature
Integration on loop groups. I: Quasi invariant measures
Side boundary potentials for a Kolmogorov-type PDE
Precise local estimates for differential equations driven by fractional Brownian motion: elliptic case
Malliavin calculus for infinite-dimensional systems with additive noise
An analogue of Yi's theorem to holomorphic mappings
A local criterion for smoothness of densities and application to the supremum of the Brownian sheet
Sharp estimates for Geman-Yor processes and applications to arithmetic average Asian options
The Malliavin calculus and its application to second order parabolic differential equations: Part II
Numerical solutions of stochastic PDEs driven by Ornstein-Uhlenbeck noise

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