Stochastic calculus and degenerate boundary value problems
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Publication:1203379
DOI10.5802/aif.1302zbMath0780.35023OpenAlexW2030378797MaRDI QIDQ1203379
Publication date: 8 February 1993
Published in: Annales de l'Institut Fourier (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIF_1992__42_3_541_0
resolventexistenceuniquenessinvariant measuresdiffusion processsmoothnessstochastic representationhypoellipticitystochastic calculus of variationsoblique derivativediffusions with a boundary conditionVenttsel's condition
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Cites Work
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- Time reversal of diffusion processes with a boundary condition
- Mécanique aléatoire
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- Semi-groupes de Feller sur une variété à bord compacte et problèmes aux limites intégro-différentiels du second ordre donnant lieu au principe du maximum
- Un problème aux limites pour une classe d'opérateurs hypoelliptiques du second ordre. (A problem on the limits for a class of second order hypoelliptic operators)
- Last exit decompositions and regularity at the boundary of transition probabilities
- Probabilistic approach to the neumann problem
- Regularite au bord pour les densites et les densites conditionnelles d'une diffusion reflechie hypoeiliptique
- SOME BOUNDARY VALUE PROBLEMS FOR ELLIPTIC EQUATIONS, AND THE LIE ALGEBRAS ASSOCIATED WITH THEM
- [https://portal.mardi4nfdi.de/wiki/Publication:3889862 Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions]
- On degenerate elliptic-parabolic operators of second order and their associated diffusions
- The calculus of boundary processes
- Diffusion processes with boundary conditions
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