A probabilistic point of view for the Kolmogorov hypoelliptic equations
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Publication:6133926
DOI10.1051/ps/2023007zbMath1517.60080arXiv2109.06529MaRDI QIDQ6133926
Clémentine Prieur, Pierre Étoré, José Rafael León
Publication date: 21 August 2023
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2109.06529
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H30: Applications of stochastic analysis (to PDEs, etc.)
60J35: Transition functions, generators and resolvents