scientific article; zbMATH DE number 7799668

MaRDI QIDQ6146310zbMATH OpenFDO

Authors Marco Carfagnini

Publication date 5 February 2024

Full work available at URL https://arxiv.org/abs/2101.11045, https://alea.impa.br/articles/v20/20-26.pdf

zbMATH Keywords

diffusion processesHeisenberg grouphypoelliptic operatorWiener measure

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Recommendations

• scientific article; zbMATH DE number 3487529
• scientific article; zbMATH DE number 3080938
• scientific article; zbMATH DE number 3407754
• Eine Bemerkung zum Satz von Vitali über Konvergenz von Funktionenfolgen: Dem stets hilftsbereiten Herrn Kollegen H. L. Schmid, gewidmet
• scientific article; zbMATH DE number 1839786
• Holomorphic mappings of complex manifolds
• scientific article; zbMATH DE number 5593209
• On \(\varepsilon\)-representations
• scientific article; zbMATH DE number 3148394

Cites work

• A class of approximations of Brownian motion
• scientific article; zbMATH DE number 3692374 (Why is no real title available?)
• scientific article; zbMATH DE number 43057 (Why is no real title available?)
• scientific article; zbMATH DE number 3637055 (Why is no real title available?)
• scientific article; zbMATH DE number 4120104 (Why is no real title available?)
• scientific article; zbMATH DE number 796437 (Why is no real title available?)
• scientific article; zbMATH DE number 3299219 (Why is no real title available?)
• scientific article; zbMATH DE number 3403582 (Why is no real title available?)
• Hypoelliptic second order differential equations
• Large deviations and support theorem for diffusion processes via rough paths.
• Multidimensional stochastic processes as rough paths. Theory and applications.
• On the approximation of stochastic differential equation and on Stroock- Varadhan's support theorem
• On the approximation of stochastic differential equations
• On the approximation of stochastic partial differential equations i
• On the relation between ordinary and stochastic differential equations
• Stratified Lie Groups and Potential Theory for their Sub-Laplacians
• Support theorem for diffusion processes on Hilbert spaces

Cited in

(1)

• On the Onsager-Machlup functional for the Brownian motion on the Heisenberg group

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6146310)