scientific article; zbMATH DE number 3638903

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

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Lie theory: Applications to problems in mathematical finance and economics
Hypoelliptic Laplacian and orbital integrals
Malliavin calculus and decoupling inequalities in Banach spaces
On the connection of the white-noise and Malliavin calculi
Generalized stochastic integrals and the Malliavin calculus
Eigenvalue problems for the Schrödinger operator with the magnetic field on a compact Riemann manifold
Traces of harmonic functions and a new path space for the free quantum field
Criteria for hypoellipticity of differential operators
Stochastic calculus of variations for stochastic partial differential equations
Probability densities for conditional statistics in the cubic sensor problem
Convergence in probability for perturbed stochastic integral equations
Classical Dirichlet forms on topological vector spaces - the construction of the associated diffusion process
Espaces de Sobolev gaussiens. (Gaussian Sobolev spaces)
Malliavin calculus with time dependent coefficients and application to nonlinear filtering
Non perturbative construction of invariant measure through confinement by curvature
The Malliavin calculus, a functional analytic approach
Diffusions conditionnelles. I. Hypoellipticité partielle
Densities of a measure-valued process governed by a stochastic partial differential equation
Régularité des lois conditionnelles en théorie du filtrage non-linéaire et calcul des variations stochastique
The Malliavin calculus and stochastic delay equations
Uniqueness of generalized Schrödinger operators and applications
An invariance result for capacities on Wiener space
De Rham-Hodge-Kodaira decomposition in \(\infty\)-dimensions
Stochastic calculus and degenerate boundary value problems
Infinite dimensional Malliavin calculus and its application
Analysis and geometry on configuration spaces
On some estimates in quasi sure limit theorem for SDE's
Chaos expansion for the solutions of stochastic differential equations
Differentiable measures and the Malliavin calculus
Perturbation analysis and Malliavin calculus
Finite dimensional approximations to Wiener measure and path integral formulas on manifolds
Stochastic evolution equations with random generators
A local criterion for smoothness of densities and application to the supremum of the Brownian sheet
Integration by parts for heat kernel measures revisited
Absolute continuity of the law of the solution to the 3-dimensional stochastic wave equation.
Brownian sheet and capacity
An analogue of Yi's theorem to holomorphic mappings
Brownian motion on the Wiener sphere and the infinite-dimensional Ornstein-Uhlenbeck process
The strong Feller property for singular stochastic PDEs
Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle
Estimates for invariant probability measures of degenerate SPDEs with singular and path-dependent drifts
The Bismut-Elworthy-Li formula for mean-field stochastic differential equations
Malliavin differentiability of indicator functions on canonical Lévy spaces
Curvature terms in small time heat kernel expansion for a model class of hypoelliptic Hörmander operators
Linear Volterra backward stochastic integral equations
A simple method for the existence of a density for stochastic evolutions with rough coefficients
Fine properties of fractional Brownian motions on Wiener space
Regularity of the law of stochastic differential equations with jumps under Hörmander's conditions: the lent particle method
Fractional smoothness of images of logarithmically concave measures under polynomials
Hypoelliptic heat kernel inequalities on the Heisenberg group
Classical Dirichlet forms on topological vector spaces --- closability and a Cameron-Martin formula
Projection of the infinitesimal generator of a diffusion
Smoothness of harmonic maps for hypoelliptic diffusions.
Boundary crossings and the distribution function of the maximum of Brownian sheet.
Smoothness of the intensity measure density for interacting branching diffusions with immigra\-tions
The Beneš equation and stochastic calculus of variations
An extension of Hörmander's theorem for infinitely degenerate second-order operators
Estimation of the density of the solution of the robust Zakaï equation
Feynman and the mathematics
On the existence of smooth densities for jump processes
Law of large numbers and central limit theorem for Donsker's delta function of diffusions. I
Functional Itō calculus and stochastic integral representation of martingales
Anticipating stochastic Volterra equations
Exponential ergodicity for SDEs under the total variation
Kolmogorov-Fokker-Planck operators in dimension two: heat kernel and curvature
The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications
Density of imaginary multiplicative chaos via Malliavin calculus
The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck
Expected exit time for time-periodic stochastic differential equations and applications to stochastic resonance
Precise local estimates for differential equations driven by fractional Brownian motion: hypoelliptic case
Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise
Stochastic functional linear models and Malliavin calculus
On the equivalence of Sobolev norms in Malliavin spaces
Singular control of stochastic Volterra integral equations
Lipschitz-stability of controlled rough paths and rough differential equations
On fractional regularity of distributions of functions in Gaussian random variables
Density bounds for solutions to differential equations driven by Gaussian rough paths
Malliavin calculus of Bismut type for an operator of order four on a Lie group
Malliavin calculus for subordinated Lévy process
Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDEs with singular drift
Malliavin-Stein method: a survey of some recent developments
Tools for Malliavin calculus in UMD Banach spaces
An extension of Hörmander's hypoellipticity theorem
Sharp estimates for Geman-Yor processes and applications to arithmetic average Asian options
Numerical solutions of stochastic PDEs driven by arbitrary type of noise
A canonical dilation of the Schrödinger equation
Stein meets Malliavin in normal approximation
Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients
Small time asymptotics on the diagonal for Hörmander's type hypoelliptic operators
Smoothness of Malliavin derivatives and dissipativity of solutions to two-dimensional micropolar fluid system
Infinite-dimensional Lie algebras, representations, Hermitian duality and the operators of stochastic calculus
Flows for singular stochastic differential equations with unbounded drifts
Malliavin derivatives in spaces with variable exponents
Divergence theorems in path space. III: Hypoelliptic diffusions and beyond
The substitution theorem for semilinear stochastic partial differential equations
Brownian Chen series and Atiyah-Singer theorem
Divergence theorems in path space. II: Degenerate diffusions
Two-sided bounds for degenerate processes with densities supported in subsets of \(\mathbb R^N\)
Optimal control of multiscale systems using reduced-order models
Spectral gaps in Wasserstein distances and the 2D stochastic Navier-Stokes equations

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