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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Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDEs with singular drift
Régularité des lois conditionnelles en théorie du filtrage non-linéaire et calcul des variations stochastique
A canonical dilation of the Schrödinger equation
Optimal control of multiscale systems using reduced-order models
Regularity of the law of stochastic differential equations with jumps under Hörmander's conditions: the lent particle method
Brownian motion on the Wiener sphere and the infinite-dimensional Ornstein-Uhlenbeck process
Wegner estimate for Gaussian random magnetic fields
Density of imaginary multiplicative chaos via Malliavin calculus
Kolmogorov-Fokker-Planck operators in dimension two: heat kernel and curvature
Stochastic evolution equations with random generators
A simple method for the existence of a density for stochastic evolutions with rough coefficients
Brownian Chen series and Atiyah-Singer theorem
The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck
The locally homeomorphic property of McKean-Vlasov SDEs under the global Lipschitz condition
Two-sided bounds for degenerate processes with densities supported in subsets of \(\mathbb R^N\)
scientific article; zbMATH DE number 4015841 (Why is no real title available?)
Stochastic Operators and Semigroups and Their Applications in Physics and Biology
Fine properties of fractional Brownian motions on Wiener space
Calcul des variations stochastique et processus de sauts
On the continuity of pathwise solutions to Langevin equations in infinite dimensions
\(C^{\infty}\)-regularization by noise of singular ODE's
Performance enhancement through portfolio optimization of delayed insider information: an analysis and implementation study
New approach to optimal control of stochastic Volterra integral equations
Anticipating stochastic differential systems with memory
Generalized stochastic integrals and the Malliavin calculus
Continuation value computation using Malliavin calculus under general volatility stochastic process for American option pricing
Small time asymptotics on the diagonal for Hörmander's type hypoelliptic operators
The calculus of boundary processes
Malliavin derivatives in spaces with variable exponents
De Rham-Hodge-Kodaira decomposition in \(\infty\)-dimensions
Density bounds for solutions to differential equations driven by Gaussian rough paths
Estimates for invariant probability measures of degenerate SPDEs with singular and path-dependent drifts
Smoothness of harmonic maps for hypoelliptic diffusions.
Divergence theorems in path space
Density estimates for a random noise propagating through a chain of differential equations
Hypoelliptic Laplacian and orbital integrals
Ergodicity of hypoelliptic SDEs driven by fractional Brownian motion
On the connection between the Malliavin covariance matrix and Hörmander's condition
Sobolev and Besov classes on infinite-dimensional spaces
Fractional smoothness of images of logarithmically concave measures under polynomials
Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle
An extension of Hörmander's hypoellipticity theorem
The Beneš equation and stochastic calculus of variations
Smoothness and asymptotic estimates of densities for SDEs with locally smooth coefficients and applications to square root-type diffusions
Hörmander's hypoelliptic theorem for nonlocal operators
The strong Feller property for singular stochastic PDEs
Flows of homeomorphisms of stochastic differential equations with measurable drift
Normal approximation on a finite Wiener chaos
On some estimates in quasi sure limit theorem for SDE's
Smoothness of the intensity measure density for interacting branching diffusions with immigra\-tions
Stochastic calculus and degenerate boundary value problems
Eigenvalue problems for the Schrödinger operator with the magnetic field on a compact Riemann manifold
The homeomorphic property of the stochastic flow generated by the one-default model in one dimensional case
Functional Itō calculus and stochastic integral representation of martingales
scientific article; zbMATH DE number 7227217 (Why is no real title available?)
Regularity of laws and ergodicity of hypoelliptic SDEs driven by rough paths
Hörmander's theorem for stochastic partial differential equations
Estimation of the density of the solution of the robust Zakaï equation
Precise local estimates for differential equations driven by fractional Brownian motion: hypoelliptic case
On the stochastic flow generated by the one default model in one-dimensional case
Probability density for a hyperbolic SPDE with time dependent coefficients
Probability densities for conditional statistics in the cubic sensor problem
The Atiyah-Singer theorems: A probabilistic approach. I: The index theorem
Chaos expansion for the solutions of stochastic differential equations
Diffusions conditionnelles. I. Hypoellipticité partielle
White-noise approach to Malliavin's calculus
Stochastic differential equations on the plane: Smoothness of the solution
The Bismut-Elworthy-Li formula for mean-field stochastic differential equations
Differentiability in infinite dimension and the Malliavin calculus
The Regularity of the Linear Drift in Negatively Curved Spaces
Infinite-dimensional Kolmogorov equations in gauss-sobolev spaces
Stochastic functional linear models and Malliavin calculus
Malliavin differentiability of indicator functions on canonical Lévy spaces
Analysis and geometry on configuration spaces
Densities for SDEs driven by degenerate \(\alpha\)-stable processes
Lie theory: Applications to problems in mathematical finance and economics
Malliavin calculus and decoupling inequalities in Banach spaces
The Malliavin calculus and stochastic delay equations
Infinite dimensional Malliavin calculus and its application
Classical Dirichlet forms on topological vector spaces - the construction of the associated diffusion process
The Malliavin calculus, a functional analytic approach
Malliavin calculus for two-parameter Wiener functionals
Exponential ergodicity for SDEs under the total variation
Finite dimensional approximations to Wiener measure and path integral formulas on manifolds
Brownian sheet and capacity
Perturbation analysis and Malliavin calculus
Construction of strong solutions of SDE's via Malliavin calculus
Differentiable measures and the Malliavin calculus
Boundary crossings and the distribution function of the maximum of Brownian sheet.
Projection of the infinitesimal generator of a diffusion
A Lie algebroid on the Wiener space
On the connection of the white-noise and Malliavin calculi
scientific article; zbMATH DE number 682663 (Why is no real title available?)
Integration by parts for heat kernel measures revisited
Densities of a measure-valued process governed by a stochastic partial differential equation
Absolute continuity of the law of the solution to the 3-dimensional stochastic wave equation.
Smooth density for some nilpotent rough differential equations
Dimension-independent estimates on the densities of Wiener functionals via the log-Sobolev inequality
Chebyshev-Hermite polynomials and distributions of polynomials in Gaussian random variables
A formal view on level 2.5 large deviations and fluctuation relations

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