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)
- 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
- Small-time kernel expansion for solutions of stochastic differential equations driven by fractional Brownian motions
- Densities for rough differential equations under Hörmander's condition
- SOME REGULARITY RESULTS FOR THE STOCHASTIC PRESSURE EQUATION OF WICK-TYPE
- Title not available (Why is that?)
- Construction of strong solutions of SDE's via Malliavin calculus
- Kolmogorov equation associated to the stochastic reflection problem on a smooth convex set of a Hilbert space
- Stochastic processes on geometric loop groups, diffeomorphism groups of connected manifolds, and associated unitary representations
- Title not available (Why is that?)
- A transfer principle for multivalued stochastic differential equations
- Entropy, invertibility and variational calculus of adapted shifts on Wiener space
- Riesz transform and integration by parts formulas for random variables
- On the Stochastic Least Action Principle for the Navier-Stokes Equation
- Mathematical Analysis of Random Noise
- On the stability of a parametric additive functional equation in quasi-Banach spaces
- Regularities for semilinear stochastic partial differential equations
- Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
- Smooth functional derivatives in Feynman path integrals by time slicing approximation
- Malliavin calculus for regularity structures: the case of gPAM
- Topological quantum field theories and Markovian random fields
- Sampling-free linear Bayesian update of polynomial chaos representations
- Hypoellipticity in infinite dimensions and an application in interest rate theory
- Explicit stochastic analysis of Brownian motion and point measures on Riemannian manifolds
- Stochastic Lagrangian perturbation of Lie transport and applications to fluids
- A deterministic filter for non-Gaussian Bayesian estimation -- Applications to dynamical system estimation with noisy measurements
- Title not available (Why is that?)
- Integration of Brownian vector fields.
- Tools for Malliavin calculus in UMD Banach spaces
- Sobolev functions on infinite-dimensional domains
- Malliavin calculus and rough paths
- Ingredients for a general purpose stochastic finite elements implementation
- Wiener integrals, Malliavin calculus and covariance measure structure
- White noise analysis for Lévy processes.
- Solutions to BSDEs driven by both standard and fractional Brownian motions
- Approximate \((m,n)\)-Cauchy-Jensen additive mappings in \(C^\ast\)-algebras
- Quantum stochastic integral representations of Fock space operators
- Global flows for stochastic differential equations without global Lipschitz conditions
- Malliavin calculus and densities for singular stochastic partial differential equations
- Stochastic flows and Bismut formulas for stochastic Hamiltonian systems
- The notion of convexity and concavity on Wiener space
- Refined Hyers--Ulam approximation of approximately Jensen type mappings
- Sparse finite element methods for operator equations with stochastic data.
- Transportation-cost inequality on path spaces with uniform distance
- Refined functional equations stemming from cubic, quadratic and additive mappings
- A Fourier transform method for nonparametric estimation of multivariate volatility
- Non-degeneracy of Wiener functionals arising from rough differential equations
- Large deviation principle of Freidlin-Wentzell type for pinned diffusion processes
- Analytic and geometric background of recurrence and non-explosion of the Brownian motion on Riemannian manifolds
- Asymptotic behavior of alternative Jensen and Jensen type functional equations
- Conditional expansions and their applications.
- The covariation for Banach space valued processes and applications
- Smoothness of Itô maps and diffusion processes on path spaces (I)
- 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.
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