On the connection between the Malliavin covariance matrix and Hörmander's condition
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Cites work
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- A classification of the second order degenerate elliptic operators and its probabilistic characterization
- Lectures on stochastic differential equations and Malliavin calculus
- Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions
- The Malliavin calculus
Cited in
(9)- Two-sided bounds for degenerate processes with densities supported in subsets of \(\mathbb R^N\)
- scientific article; zbMATH DE number 4042983 (Why is no real title available?)
- On a new Sheffer class of polynomials related to normal product distribution
- Density estimates for a random noise propagating through a chain of differential equations
- Ergodicity of the underdamped mean-field Langevin dynamics
- Differentiable measures and the Malliavin calculus
- The determinant of the Malliavin matrix and the determinant of the covariance matrix for multiple integrals
- Density analysis of non-Markovian BSDEs and applications to biology and finance
- The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function
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