Last exit decompositions and regularity at the boundary of transition probabilities

DOI10.1007/BF00532586zbMath0551.60077OpenAlexW2018261091MaRDI QIDQ3344939

Jean-Michel Bismut

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1007/bf00532586

zbMATH Keywords

Malliavin calculushypoelliptic diffusions with boundary conditionsregularity at the boundary of the transition probabilities

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic integrals (60H05) Boundary theory for Markov processes (60J50)

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