scientific article; zbMATH DE number 3638903

zbMATH Open0411.60060MaRDI QIDQ4197841FDOQ4197841

Publication date: 1978

Title of this publication is not available (Why is that?)

stochastic processes Brownian motion hypoellipticity differential geometry stochastic calculus of variations

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)

Cited In (only showing first 100 items - show all)

Régularité des lois conditionnelles en théorie du filtrage non-linéaire et calcul des variations stochastique
Regularity of the law of stochastic differential equations with jumps under Hörmander's conditions: the lent particle method
Stochastic Operators and Semigroups and Their Applications in Physics and Biology
On the continuity of pathwise solutions to Langevin equations in infinite dimensions
Anticipating stochastic differential systems with memory
Small time asymptotics on the diagonal for Hörmander's type hypoelliptic operators
Generalized stochastic integrals and the Malliavin calculus
De Rham-Hodge-Kodaira decomposition in \(\infty\)-dimensions
Smoothness of harmonic maps for hypoelliptic diffusions.
Estimates for invariant probability measures of degenerate SPDEs with singular and path-dependent drifts
Divergence theorems in path space
Fractional smoothness of images of logarithmically concave measures under polynomials
On the connection between the Malliavin covariance matrix and Hörmander's condition
Flows of homeomorphisms of stochastic differential equations with measurable drift
Hörmander's theorem for stochastic partial differential equations
Infinite dimensional Malliavin calculus and its application
The Malliavin calculus and stochastic delay equations
Exponential ergodicity for SDEs under the total variation
Finite dimensional approximations to Wiener measure and path integral formulas on manifolds
Projection of the infinitesimal generator of a diffusion
Densities of a measure-valued process governed by a stochastic partial differential equation
Wong-Zakai approximation for the stochastic Landau-Lifshitz-Gilbert equations
A formal view on level 2.5 large deviations and fluctuation relations
An invariance result for capacities on Wiener space
Flows of stochastic dynamical systems: The functional analytic approach
On fractional regularity of distributions of functions in Gaussian random variables
Malliavin calculus for subordinated Lévy process
The Malliavin calculus and its application to second order parabolic differential equations: Part I
Superdegenerate hypoelliptic differential operators
Regularity of the Itô-Lyons map
Malliavin calculus of Bismut type for fractional powers of Laplacians in semi-group theory
An exercise in Malliavin's calculus
Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients
Malliavin calculus of Bismut type without probability
Divergence theorems in path space. II: Degenerate diffusions
A Stroock Varadhan support theorem in non-linear filtering theory
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
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
Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise
The Malliavin calculus and its application to second order parabolic differential equations: Part II
Intégrales oscillantes stochastiques: Estimation asymptotique de fonctionnelles caractéristiques
Absolute continuity of distributions of solutions of anticipating stochastic differential equations
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
Traces of harmonic functions and a new path space for the free quantum field
Euler polynomials, Bernoulli polynomials, and Lévy's stochastic area formula
Title not available (Why is that?)
Criteria for hypoellipticity of differential operators
Malliavin calculus with time dependent coefficients and application to nonlinear filtering
Optimal control of multiscale systems using reduced-order models
Brownian motion on the Wiener sphere and the infinite-dimensional Ornstein-Uhlenbeck process
Kolmogorov-Fokker-Planck operators in dimension two: heat kernel and curvature
Wegner estimate for Gaussian random magnetic fields
Stochastic evolution equations with random generators
Brownian Chen series and Atiyah-Singer theorem
Two-sided bounds for degenerate processes with densities supported in subsets of \(\mathbb R^N\)
Calcul des variations stochastique et processus de sauts
The calculus of boundary processes
Density bounds for solutions to differential equations driven by Gaussian rough paths
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
The strong Feller property for singular stochastic PDEs
Smoothness and asymptotic estimates of densities for SDEs with locally smooth coefficients and applications to square root-type diffusions
Stochastic calculus and degenerate boundary value problems
Eigenvalue problems for the Schrödinger operator with the magnetic field on a compact Riemann manifold
Functional Itō calculus and stochastic integral representation of martingales
Regularity of laws and ergodicity of hypoelliptic SDEs driven by rough paths
Probability densities for conditional statistics in the cubic sensor problem
Diffusions conditionnelles. I. Hypoellipticité partielle
The Atiyah-Singer theorems: A probabilistic approach. I: The index theorem
White-noise approach to Malliavin's calculus
Stochastic differential equations on the plane: Smoothness of the solution
Analysis and geometry on configuration spaces
Lie theory: Applications to problems in mathematical finance and economics
Densities for SDEs driven by degenerate \(\alpha\)-stable processes
Malliavin calculus for two-parameter Wiener functionals
Malliavin calculus and decoupling inequalities in Banach spaces
Classical Dirichlet forms on topological vector spaces - the construction of the associated diffusion process
The Malliavin calculus, a functional analytic approach
Brownian sheet and capacity
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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.
On the connection of the white-noise and Malliavin calculi
A Lie algebroid on the Wiener space
Integration by parts for heat kernel measures revisited
Absolute continuity of the law of the solution to the 3-dimensional stochastic wave equation.
Smooth density for some nilpotent rough differential equations
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Dimension-independent estimates on the densities of Wiener functionals via the log-Sobolev inequality
Riesz transform and integration by parts formulas for random variables
Anticipating stochastic Volterra equations
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)
Statistical aspects of the fractional stochastic calculus
Upper estimate of martingale dimension for self-similar fractals

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