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)
Cited In (only showing first 100 items - show all)
- 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
- Title not available (Why is that?)
- 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
- Canonical Brownian motion on the diffeomorphism group of the circle
- Sharp martingale inequalities and applications to Riesz transforms on manifolds, Lie groups and Gauss space
- Malliavin calculus applied to finance
- Sobolev differentiable stochastic flows for SDEs with singular coefficients: applications to the transport equation
- Embedding the abstract Wiener space in a probability space
- Absolute continuity for some one-dimensional processes
- Unique ergodicity for fractionally dissipated, stochastically forced 2D Euler equations
- Random fields and the geometry of Wiener space
- Maximal \(L^2\) regularity for Dirichlet problems in Hilbert spaces
- Pricing discrete barrier options under stochastic volatility
- Schilder theorem for the Brownian motion on the diffeomorphism group of the circle
- Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos
- Stochastic calculus with respect to Gaussian processes
- Heat equation derivative formulas for vector bundles
- Martingale transforms and \(L^p\)-norm estimates of Riesz transforms on complete Riemannian manifolds
- Stein's method on Wiener chaos
- Annihilation-derivative, creation-derivative and representation of quantum martingales
- Mathematical Analysis of Random Noise
- Feynman path integrals as analysis on path space by time slicing approximation
- Rectifiable sets and coarea formula for metric-valued mappings
- Information Geometry of Smooth Densities on the Gaussian Space: Poincaré Inequalities
- Change of variable formulas for non-anticipative functionals on path space
- Density estimates for a random noise propagating through a chain of differential equations
- Stochastic finite elements: Computational approaches to stochastic partial differential equations
- Surface measures generated by differentiable measures
- Transport equations and quasi-invariant flows on the Wiener space
- The stochastic reflection problem on an infinite dimensional convex set and BV functions in a Gelfand triple
- Surface measures in infinite dimension
- A note on the notion of geometric rough paths
- Large deviations and support theorem for diffusion processes via rough paths.
- A functional extension of the Ito formula
- Functional Itō calculus and stochastic integral representation of martingales
- Gradient estimates for SDEs driven by multiplicative Lévy noise
- Regularity of laws and ergodicity of hypoelliptic SDEs driven by rough paths
- Dirichlet spaces on \(H\)-convex sets in Wiener space
- Heat semi-group and generalized flows on complete Riemannian manifolds
- A priori error estimate of stochastic Galerkin method for optimal control problem governed by stochastic elliptic PDE with constrained control
- A weak approximation with asymptotic expansion and multidimensional Malliavin weights
- Density minoration of a strongly non-degenerated random variable
- The Itô-Ventzell formula and forward stochastic differential equations driven by Poisson random measures
- Brownian motion with respect to a metric depending on time; definition, existence and applications to Ricci flow
- Extended Hyers–Ulam stability for Cauchy–Jensen mappings†
- Generalized Hyers-Ulam stability for general additive functional equations in quasi-\(\beta \)-normed spaces
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