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zbMath0729.60046MaRDI QIDQ3353905

Etienne Pardoux, Dominique Michel

Publication date: 1990

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Malliavin calculus nonlinear filtering conditional density hypoelliptic diffusion Hörmander condition Skorokhod integrals

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (4)

Homogenization of periodic semilinear hypoelliptic PDEs ⋮ Some new results on relative entropy production, time reversal, and optimal control of time-inhomogeneous diffusion processes ⋮ Differentiable measures and the Malliavin calculus ⋮ Existence of a smooth density for the filter in nonlinear filtering with infinite dimensional noise

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