Malliavin calculus of Bismut type for an operator of order four on a Lie group

DOI10.1007/s11868-017-0190-3zbMath1445.60040OpenAlexW2586725248WikidataQ115377562 ScholiaQ115377562MaRDI QIDQ2184254

Rémi Léandre

Publication date: 28 May 2020

Published in: Journal of Pseudo-Differential Operators and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11868-017-0190-3

zbMATH Keywords

Malliavin calculusheat kernelsemi-groupelliptic operator of big order

Mathematics Subject Classification ID

Pseudodifferential operators as generalizations of partial differential operators (35S05) Brownian motion (60J65) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (1)

Continuation value computation using Malliavin calculus under general volatility stochastic process for American option pricing

Cites Work

• Malliavin calculus of Bismut type without probability
• Stochastic analysis for a non-Markovian generator: an introduction
• Potential theory on Hilbert space
• [https://portal.mardi4nfdi.de/wiki/Publication:3889862 Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions]
• Dirichlet forms and diffusion processes on rigged Hilbert spaces
• L ^p Spectral Theory of Higher-Order Elliptic Differential Operators
• Perturbation of the Malliavin Calculus of Bismut type for a large order on a Lie group
• The Stochastic Flow Theorem for an Operator of Order Four
• A GIRSANOV FORMULA ASSOCIATED TO A BIG ORDER PSEUDO-DIFFERENTIAL OPERATOR
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Malliavin calculus of Bismut type for an operator of order four on a Lie group