Diffusions conditionnelles. I. Hypoellipticité partielle

DOI10.1016/0022-1236(81)90010-0zbMath0475.60061OpenAlexW2032253981MaRDI QIDQ1159405

Jean-Michel Bismut, Dominique Michel

Publication date: 1981

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-1236(81)90010-0

zbMATH Keywords

hypoellipticitymartingale problemstochastic flowsHörmander's conditionsMalliavin calculus of variations

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Diffusion processes (60J60) Stochastic analysis (60Hxx)

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Cites Work

• Robust filtering for correlated multidimensional observations
• Régularité des lois conditionnelles en théorie du filtrage non-linéaire et calcul des variations stochastique
• On the gap between deterministic and stochastic ordinary differential equations
• Hypoelliptic second order differential equations
• Séminaire de probabilités. V. Université de Strasbourg
• Stochastic partial differential equations and filtering of diffusion processes
• On the integral representation of functionals of ltd processest
• [https://portal.mardi4nfdi.de/wiki/Publication:3889862 Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions]
• A generalized formula of Ito and some other properties of stochastic flows
• The Malliavin calculus and its application to second order parabolic differential equations: Part I
• Équations du filtrage non linéaire de la prédiction et du lissage
• ON CONDITIONAL DISTRIBUTIONS OF DIFFUSION PROCESSES
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