Stochastic analysis without probability: study of some basic tools

DOI10.1007/S11868-010-0020-3MaRDI QIDQ619636zbMATH OpenOpenAlexFDO

Authors Rémi Léandre

Publication date 25 January 2011

Published in Journal of Pseudo-Differential Operators and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11868-010-0020-3

zbMATH Keywords

convolution semigroupgeneralised martingale problemnon-Markovian semigrouppath integralWiener distribution

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Schrödinger and Feynman-Kac semigroups (47D08) General theory of stochastic processes (60G07) Generalized stochastic processes (60G20) Generalizations of martingales (60G48) White noise theory (60H40) Diffusion processes (60J60) Brownian motion (60J65)

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Cited in

(12)

• Infinite dimensional oscillatory integrals with polynomial phase and applications to higher-order heat-type equations
• Generalized Feynman path integrals and applications to higher-order heat-type equations
• A path-integral approach to the Cameron-Martin-Maruyama-Girsanov formula associated to a bi-Laplacian
• Stochastic analysis for a non-Markovian generator: an introduction
• High order heat-type equations and random walks on the complex plane
• scientific article; zbMATH DE number 4104066 (Why is no real title available?)
• An Itô formula for an accretive operator
• Probabilistic representations for the solution of higher order differential equations
• The Itô-Stratonovich formula for an operator of order four
• A Class of Non-Markovian Pseudo-differential Operators of Lévy Type
• A criterium for the strict positivity of the density of the law of a Poisson process
• Malliavin calculus of Bismut type for fractional powers of Laplacians in semi-group theory

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