On Malliavin's proof of Hörmander's theorem

DOI10.1016/j.bulsci.2011.07.007zbMath1242.60085arXiv1103.1998OpenAlexW1500233097WikidataQ56894298 ScholiaQ56894298MaRDI QIDQ645942

Martin Hairer

Publication date: 11 November 2011

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1103.1998

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items

Almost-sure exponential mixing of passive scalars by the stochastic Navier-Stokes equations ⋮ Ergodicity of Galerkin approximations of surface quasi-geostrophic equations and Hall-magnetohydrodynamics system forced by degenerate noise ⋮ Lagrangian chaos and scalar advection in stochastic fluid mechanics ⋮ Small time asymptotics on the diagonal for Hörmander's type hypoelliptic operators ⋮ Monte Carlo construction of cubature on Wiener space ⋮ Stochastic functional linear models and Malliavin calculus ⋮ Dynamics of geodesic flows with random forcing on Lie groups with left-invariant metrics ⋮ Enhanced dissipation and Hörmander's hypoellipticity ⋮ Ergodicity of truncated stochastic Navier Stokes with deterministic forcing and dispersion ⋮ Non-equilibrium steady states for networks of oscillators ⋮ Almost-sure enhanced dissipation and uniform-in-diffusivity exponential mixing for advection-diffusion by stochastic Navier-Stokes ⋮ Strongly self-interacting processes on the circle ⋮ Geometric Brownian motion with affine drift and its time-integral ⋮ Smooth density for some nilpotent rough differential equations ⋮ Hörmander's hypoelliptic theorem for nonlocal operators ⋮ Quantitative spectral gaps for hypoelliptic stochastic differential equations with small noise ⋮ Controllability implies mixing. I. Convergence in the total variation metric ⋮ Strong averaging along foliated Lévy diffusions with heavy tails on compact leaves ⋮ Smoothness of continuous state branching with immigration semigroups ⋮ Ergodicity and limit theorems for degenerate diffusions with time periodic drift. Application to a stochastic Hodgkin−Huxley model ⋮ The Future of Probability ⋮ A stochastic thermalization of the discrete nonlinear Schrödinger equation ⋮ The entropy production of stationary diffusions ⋮ The implementation of approximate coupling in two-dimensional SDEs with invertible diffusion terms ⋮ Numerical simulation of polynomial-speed convergence phenomenon ⋮ Law of the SLE tip ⋮ Loewner evolution driven by complex Brownian motion ⋮ A version of Hörmander's theorem for Markovian rough paths ⋮ Lower bounds on the Lyapunov exponents of stochastic differential equations ⋮ Existence of geometric ergodic periodic measures of stochastic differential equations ⋮ A Hörmander condition for delayed stochastic differential equations ⋮ Long time behaviour and stationary regime of memory gradient diffusions ⋮ Smoothness of the density for solutions to Gaussian rough differential equations ⋮ Positive Harris recurrence for degenerate diffusions with internal variables and randomly perturbed time-periodic input ⋮ Ergodic and mixing properties of the Boussinesq equations with a degenerate random forcing ⋮ Polynomial diffusions on compact quadric sets ⋮ Resonances in a chaotic attractor crisis of the Lorenz flow ⋮ Kolmogorov-Fokker-Planck operators in dimension two: heat kernel and curvature ⋮ Hörmander's theorem for semilinear SPDEs ⋮ Exponential mixing under controllability conditions for \textsc{sde}s driven by a degenerate Poisson noise ⋮ Local asymptotic normality for shape and periodicity of a signal in the drift of a degenerate diffusion with internal variables ⋮ Time-periodic measures, random periodic orbits, and the linear response for dissipative non-autonomous stochastic differential equations ⋮ Long-time behaviour of degenerate diffusions: UFG-type SDEs and time-inhomogeneous hypoelliptic processes ⋮ A weak approximation method for irregular functionals of hypoelliptic diffusions ⋮ A regularity method for lower bounds on the Lyapunov exponent for stochastic differential equations ⋮ Global stability properties of the climate: Melancholia states, invariant measures, and phase transitions ⋮ Loss of regularity for Kolmogorov equations ⋮ Exponential ergodicity for Markov processes with random switching ⋮ Expected exit time for time-periodic stochastic differential equations and applications to stochastic resonance

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Ergodicity of hypoelliptic SDEs driven by fractional Brownian motion
• A theory of hypoellipticity and unique ergodicity for semilinear stochastic PDEs
• Malliavin calculus on the Wiener-Poisson space and its application to canonical SDE with jumps
• Densities for rough differential equations under Hörmander's condition
• Bismut-Elworthy-Li-type formulae for stochastic differential equations with jumps
• Smooth densities for solutions to stochastic differential equations with jumps
• Stochastic calculus of variations for stochastic partial differential equations
• Hypoelliptic estimates and spectral theory for Fokker-Planck operators and Witten Laplacians
• The Malliavin calculus for SDE with jumps and the partially hypoelliptic problem
• Ergodicity of the 2D Navier-Stokes equations with degenerate stochastic forcing
• Hypoelliptic second order differential equations
• Hypoellipticity in infinite dimensions and an application in interest rate theory
• A version of Hörmander's theorem for the fractional Brownian motion
• Malliavin calculus for the stochastic 2D Navier—Stokes equation
• [https://portal.mardi4nfdi.de/wiki/Publication:3889862 Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions]