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

path integralconvolution semigroupgeneralised martingale problemnon-Markovian semigroupWiener distribution

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 1107585
• Pathwise construction of stochastic integrals
• Stochastic analysis for a non-Markovian generator: an introduction
• Complex stochastic analysis in several parameters and applications
• scientific article; zbMATH DE number 3852159

Cites work

• scientific article; zbMATH DE number 5610664 (Why is no real title available?)
• scientific article; zbMATH DE number 5130646 (Why is no real title available?)
• scientific article; zbMATH DE number 3664138 (Why is no real title available?)
• scientific article; zbMATH DE number 41998 (Why is no real title available?)
• scientific article; zbMATH DE number 3505964 (Why is no real title available?)
• scientific article; zbMATH DE number 1219777 (Why is no real title available?)
• scientific article; zbMATH DE number 1107575 (Why is no real title available?)
• Calcul stochastique et problèmes de martingales
• Itô formula for an integro-differential operator without an associated stochastic process
• Itô-Stratonovitch formula for the wave equation on a torus
• La théorie de Fredholm
• Subcoercive and subelliptic operators on Lie groups: Variable coefficients
• Uniformly elliptic operators with measurable coefficients

Cited in

(12)

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

This page was built for publication: Stochastic analysis without probability: study of some basic tools

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q619636)