The Malliavin calculus and hypoelliptic differential operators

DOI10.1142/S0219025715500010MaRDI QIDQ5247183zbMATH OpenOpenAlexFDO

Authors Denis R. Bell

Publication date 23 April 2015

Published in Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219025715500010

zbMATH Keywords

hypoelliptic differential operatorsHörmander's theoremMalliavin calculus

Mathematics Subject Classification ID

Hypoelliptic equations (35H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cites work

• An extension of Hörmander's theorem for infinitely degenerate second-order operators
• scientific article; zbMATH DE number 43057 (Why is no real title available?)
• scientific article; zbMATH DE number 5070512 (Why is no real title available?)
• Hypoelliptic second order differential equations
• Malliavin's calculus and stochastic integral representations of functional of diffusion processes^†
• Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions
• Potential theory on Hilbert space
• Régularité des lois conditionnelles en théorie du filtrage non-linéaire et calcul des variations stochastique
• Stochastic calculus of variations in mathematical finance.
• Stochastic calculus with anticipating integrands

Cited in

(13)

• Symmetric pairs of unbounded operators in Hilbert space, and their applications in mathematical physics
• scientific article; zbMATH DE number 4178261 (Why is no real title available?)
• Fast cooling for a system of stochastic oscillators
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• Calculus of variations with hyperdifferential operators from Tabasaki-Takebe-Toda lattice arguments
• scientific article; zbMATH DE number 4111705 (Why is no real title available?)
• scientific article; zbMATH DE number 2124150 (Why is no real title available?)
• A remark on Malliavin calculus: uniform estimates and localization
• On Malliavin's proof of Hörmander's theorem
• Large deviations and the Malliavin calculus
• On the connection between the Malliavin covariance matrix and Hörmander's condition
• Malliavin calculus and Euclidean quantum mechanics. I: Functional calculus
• On uniformly subelliptic operators and stochastic area

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