Malliavin calculus of Bismut type for fractional powers of Laplacians in semi-group theory
From MaRDI portal
Publication:762961
DOI10.1155/2011/575383zbMath1247.60080WikidataQ58686804 ScholiaQ58686804MaRDI QIDQ762961
Publication date: 8 March 2012
Published in: International Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2011/575383
47D03: Groups and semigroups of linear operators
60J60: Diffusion processes
60H07: Stochastic calculus of variations and the Malliavin calculus
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A criterium for the strict positivity of the density of the law of a Poisson process
- Stochastic analysis without probability: study of some basic tools
- The Poisson kernel for certain degenerate elliptic operators
- Malliavin calculus of Bismut type without probability
- Hypoellipticité et hypoellipticité partielle pour les diffusions avec une condition frontière (Hypoellipticity and partial hypoellipticity for diffusions with a boundary condition)
- Régularité de processus de sauts dégénérés. II. (Regularity of degenerate jump processes. II)
- A path-integral approach to the Cameron-Martin-Maruyama-Girsanov formula associated to a bi-Laplacian
- Wentzel-Freidlin estimates for jump processes in semi-group theory: upper bound
- Regularite au bord pour les densites et les densites conditionnelles d'une diffusion reflechie hypoeiliptique
- [https://portal.mardi4nfdi.de/wiki/Publication:3889862 Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions]
- Calcul des variations stochastique et processus de sauts
- The calculus of boundary processes
- Regularity of a Degenerated Convolution Semi-Group Without to Use the Poisson Process
- Girsanov Transformation for Poisson Processes in Semi-Group Theory