Hypoellipticity theorems and conditional laws

DOI10.1007/BF00531840zbMath0524.35028MaRDI QIDQ3037889

Mireille Chaleyat-Maurel, Dominique Michel

Publication date: 1984

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

filteringsymbolic calculusZakai equationglobal Hörmander condition

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) A priori estimates in context of PDEs (35B45) Hypoelliptic equations (35H10)

Related Items

Un théorème d'unicité pour l'equation de zakaï, Malliavin calculus with time dependent coefficients and application to nonlinear filtering, Conditional distributions, exchangeable particle systems, and stochastic partial differential equations, On the Generalized Langevin Equation for Simulated Annealing, Backward and forward filtering under the weak Hörmander condition, Long time behaviour and stationary regime of memory gradient diffusions, Applications of Malliavin calculus to stochastic differential equations with time-dependent coefficients, Hörmander’s theorem for stochastic partial differential equations, \(L^2\)-theory of linear degenerate SPDEs and \(L^p ( p > 0)\) estimates for the uniform norm of weak solutions, On stochastic Langevin and Fokker-Planck equations: the two-dimensional case, Malliavin calculus with time dependent coefficients applied to a class of stochastic differential equations, Hypoellipticity for filtering problems of partially observable diffusion processes, Existence of a smooth density for the filter in nonlinear filtering with infinite dimensional noise

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