Intégration dans la fibre associée a une diffusion dégénérée. (Integration in a fiber associated to a degenerated diffusion)
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Publication:1087231
DOI10.1007/BF01297490zbMath0611.60051MaRDI QIDQ1087231
Publication date: 1987
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Related Items (20)
Solvability of the Schrödinger equation by stochastic integration of magnetic fields ⋮ Stochastic differential equations driven by loops in Carnot groups. ⋮ A stochastic approach to the Euler-Poincaré number of the loop space of a developable orbifold ⋮ Estimation of the density of the solution of the robust Zakaï equation ⋮ The subelliptic heat kernel on the anti-de Sitter space ⋮ Asymptotic expansion of the hypoelliptic heat kernel on the diagonal ⋮ Small Time Asymptotics for an Example of Strictly Hypoelliptic Heat Kernel ⋮ Local Volatility, Conditioned Diffusions, and Varadhan's Formula ⋮ Density bounds for solutions to differential equations driven by Gaussian rough paths ⋮ A new algorithm for computing path integrals and weak approximation of SDEs inspired by large deviations and Malliavin calculus ⋮ Small-time expansion for the density of a planar (quadratic) Langevin diffusion ⋮ Asymptotic behavior of densities for stochastic functional differential equations ⋮ FUNCTIONAL ANALYTIC (IR-)REGULARITY PROPERTIES OF SABR-TYPE PROCESSES ⋮ Brownian cylinders and intersecting branes ⋮ Small time equivalents for the density of a planar quadratic Langevin diffusion ⋮ Density of the signature process of fBm ⋮ A STOCHASTIC APPROACH TO THE EULER–POINCARE CHARACTERISTIC OF A QUOTIENT OF A LOOP GROUP ⋮ Varadhan estimates for rough differential equations driven by fractional Brownian motions ⋮ Wavefront propagation for reaction-diffusion systems and backward SDEs ⋮ Exponential decay of the heat kernel over the diagonal. II
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- Large deviations and the Malliavin calculus
- The Atiyah-Singer theorems: A probabilistic approach. I: The index theorem
- Majoration en temps petit de la densité d'une diffusion dégénérée
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- Hypoelliptic second order differential equations
- Methods de laplace et de la phase stationnaire sur l'espace de wiener
- [https://portal.mardi4nfdi.de/wiki/Publication:3889862 Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions]
- Développement asymptotique de la densité d’une diffusion dégénérée
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