scientific article; zbMATH DE number 1014073
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Publication:4337939
zbMATH Open0878.60001MaRDI QIDQ4337939FDOQ4337939
Publication date: 27 May 1997
Title of this publication is not available (Why is that?)
Recommendations
Malliavin calculusstochastic differential equationdifferential calculusinfinite-dimensional spacestochastic integralstochastic calculusquasi-sure analysisGaussian probability space
Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic integrals (60H05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Probabilistic potential theory (60J45)
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- Hedging using simulation: a least squares approach
- Relatively compact criteria for Hilbert valued random fields on abstract Wiener space
- Error Calculus and Path Sensitivity in Financial Models
- Absence of spectral gaps on a class of loop spaces
- A functional modulus of continuity for Brownian motion
- Local spectral gaps on loop spaces.
- Sufficient conditions for the invertibility of adapted perturbations of identity on the Wiener space
- Towards an \(L^p\) potential theory for sub-Markovian semigroups: kernels and capacities
- Momentum maps and stochastic Clebsch action principles
- Hörmander's theorem for semilinear SPDEs
- Stokes formula on the Wiener space and \(n\)-dimensional Nourdin-Peccati analysis
- Weak Levi-Civita connection for the damped metric on the Riemannian path space and vanishing of Ricci tensor in adapted differential geometry
- Isotropic stochastic flow of homeomorphisms on \(S^{d}\) for the critical Sobolev exponent
- Fractional smoothness for the generalized local time of the indefinite Skorokhod integral
- A note on the gradient of heat semigroup
- Riesz transforms for symmetric diffusion operators on complete Riemannian manifolds
- Bismut-Elworthy's formula and random walk representation for SDEs with reflection
- \(L^p\)-uniqueness of Schrödinger operators and the capacitary positive improving property
- Accelerating Monte Carlo estimation with derivatives of high-level finite element models
- The invertibility of adapted perturbations of identity on the Wiener space
- On Wiener functionals of order 2 associated with soliton solutions of the KdV equation
- Vanishing of one-dimensional \(L^2\)-cohomologies of loop groups
- Some covariance inequalities in Wiener space
- Finite dimensional approximation of Riemannian path space geometry.
- Metric entropies of sets in abstract Wiener space
- Frame bundle of Riemannian path space and Ricci tensor in adapted differential geometry
- Relatively compact families of functionals on abstract Wiener space and applications
- Invariant and Quasi-invariant Measures for Equations in Hydrodynamics
- An integral inequality for the invariant measure of some finite dimensional stochastic differential equation
- Finite dimensional approximations to Wiener measure and path integral formulas on manifolds
- Stochastic calculus of variations and Harnack inequality on Riemannian path spaces
- An integral inequality for the invariant measure of a stochastic reaction-diffusion equation
- Random symplectic geometry and the realizations of the random representations of the Navier-Stokes equations by ordinary differential equations
- Wong-Zakai approximation for the stochastic Landau-Lifshitz-Gilbert equations
- Kusuoka-Stroock formula on configuration space and regularities of local times with jumps
- Flow of Homeomorphisms and Stochastic Transport Equations
- Causal transport plans and their Monge–Kantorovich problems
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- Isotropic Lévy processes on Riemannian manifolds.
- Path continuity of fractional Dirichlet functionals
- On generalized Malliavin calculus
- An \(L^{2}\) theory for differential forms on path spaces. I
- The divergence of Banach space valued random variables on Wiener space
- Integration by parts on the Brownian Meander
- Brownian motion on Perelman's almost Ricci-flat manifold
- Ornstein–Uhlenbeck operators and semigroups
- Malliavin calculus for non-Gaussian differentiable measures and surface measures in Hilbert spaces
- Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise
- Homeomorphic property of solutions of SDE driven by countably many Brownian motions with non-Lipschitzian coefficients
- SHORT TIME FULL ASYMPTOTIC EXPANSION OF HYPOELLIPTIC HEAT KERNEL AT THE CUT LOCUS
- \(L^p\)-gradient estimates of symmetric Markov semigroups for \(1<p\leq2\)
- Application of the lent particle method to Poisson-driven SDEs
- Probabilistic approach for systems of second order quasi-linear parabolic PDEs
- Integral representation of renormalized self-intersection local times
- \(H\)-\(C^1\) maps and elliptic SPDEs with polynomial and exponential perturbations of Nelson's Euclidean free field
- Lipschitzian complete error calculus and Dirichlet forms
- Dilatation vector fields on the loop group
- On the Dirichlet semigroup for Ornstein-Uhlenbeck operators in subsets of Hilbert spaces
- Kolmogorov equation associated to the stochastic reflection problem on a smooth convex set of a Hilbert space. II.
- Surface measures and tightness of \((r,p)\)-capacities on Poisson space
- Brownian Chen series and Atiyah-Singer theorem
- Localization of Wiener functionals of fractional regularity and applications
- On a non-periodic modified Euler equation : Well-posedness and quasi-invariant measures
- Conditioned stochastic differential equations: theory, examples and application to finance.
- On the Brownian-directed polymer in a Gaussian random environment
- BV functions and distorted Ornstein Uhlenbeck processes over the abstract Wiener space
- Invariant measures for the non-periodic two-dimensional Euler equation
- A stochastic representation for backward incompressible Navier-Stokes equations
- Integration by parts on the law of the reflecting Brownian motion
- Wasserstein space over the Wiener space
- \(L^{p}\)-theory of semi-linear SPDEs on general measure spaces and applications
- Brownian measures on Jordan-Virasoro curves associated to the Weil-Petersson metric
- Solving SPDEs driven by colored noise: A chaos approach
- A probabilistic approach to the Yang-Mills heat equation.
- Measure-valued flows given consistent exchangeable families
- Functional inequalities on path space of sub-Riemannian manifolds and applications
- A non-parametric calibration of the HJM geometry: An application of Itô calculus to financial statistics
- Invariant measures for the two-dimensional averaged-Euler equations
- Capacities, removable sets and \(L^p\)-uniqueness on Wiener spaces
- Stochastic integral representations, stochastic derivatives and minimal variance hedging
- Itô's- and Tanaka's-type formulae for the stochastic heat equation: The linear case
- A Stochastic Calculus for Systems with Memory
- Analysis on free Riemannian path spaces
- Large deviations for stochastic flows and their applications
- Some properties of the Itô-Wiener expansion of the solution of a stochastic differential equation and local times
- Numerical approximation for a white noise driven SPDE with locally bounded drift
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- Canonical Brownian motion on the space of univalent functions and resolution of Beltrami equations by a continuity method along stochastic flows
- BV functions in a Gelfand triple and the stochastic reflection problem on a convex set of a Hilbert space
- Positivity and lower bounds for the density of Wiener functionals
- Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Levy Processes
- Stochastic differential equations with coefficients in Sobolev spaces
- Malliavin-Stein method: a survey of some recent developments
- Eigenvalue asymptotics for the Schrödinger operators on the hyperbolic plane
- Uniqueness for continuity equations in Hilbert spaces with weakly differentiable drift
- Noncommutative Sobolev spaces, \(C^\infty\) algebras and Schwartz distributions associated with semicircular systems
- Hamilton's Harnack inequality and the \(W\)-entropy formula on complete Riemannian manifolds
- A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4
- Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion
- Multiscale expansion of invariant measures for SPDEs
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