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)

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
Hypoelliptic heat kernel inequalities on the Heisenberg group
Hypoellipticity in infinite dimensions and an application in interest rate theory
Malliavin-Stein method: a survey of some recent developments
Tools for Malliavin calculus in UMD Banach spaces
Classical Dirichlet forms on topological vector spaces --- closability and a Cameron-Martin formula
Long-time behaviour of a stochastic prey--predator model.
Numerical solutions of stochastic PDEs driven by arbitrary type of noise
On the existence of smooth densities for jump processes
Espaces de Sobolev gaussiens. (Gaussian Sobolev spaces)
Stein meets Malliavin in normal approximation
Uniqueness of generalized Schrödinger operators and applications
Convergence in probability for perturbed stochastic integral equations
Hypoellipticity theorems and conditional laws
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
Closed form formulae for the heat kernels and the Green functions for the Laplacians on the symmetric spaces of rank one
A quantum nonadapted Ito formula and stochastic analysis in Fock scale
Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions
An extension of Hörmander's theorem for infinitely degenerate second-order operators
Nondegenerate SDEs with jumps and their hypoelliptic properties
Spectral gaps in Wasserstein distances and the 2D stochastic Navier-Stokes equations
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
A local criterion for smoothness of densities and application to the supremum of the Brownian sheet
Malliavin calculus for infinite-dimensional systems with additive noise
A variational approach to the construction and Malliavin differentiability of strong solutions of SDEs
Homogenization of periodic linear degenerate PDEs
On Malliavin's proof of Hörmander's theorem
A generalized formula of Ito and some other properties of stochastic flows
Malliavin calculus and Euclidean quantum mechanics. I: Functional calculus
Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDEs with singular drift
Computing deltas without derivatives
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

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