Hypoellipticité et hypoellipticité partielle pour les diffusions avec une condition frontière (Hypoellipticity and partial hypoellipticity for diffusions with a boundary condition)
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Publication:1077816
zbMath0595.60059MaRDI QIDQ1077816
Publication date: 1986
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_1986__22_1_67_0
Malliavin calculusfiltering problemsdiffusion degenerationHörmander's type conditionsreflection conditions
Inference from stochastic processes and prediction (62M20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35) Boundary theory for Markov processes (60J50)
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