Regularite au bord pour les densites et les densites conditionnelles d'une diffusion reflechie hypoeiliptique

DOI10.1080/17442508708833447zbMath0637.60092OpenAlexW2089943978MaRDI QIDQ3777201

Patrick Cattiaux

Publication date: 1987

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508708833447

zbMATH Keywords

stochastic differential equationMalliavin calculusfilteringHörmander conditionsreflection at the boundary

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic integral equations (60H20)

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Long time behavior of stochastic hard ball systems ⋮ Euler schemes and half-space approximation for the simulation of diffusion in a domain ⋮ Time reversal of diffusion processes with a boundary condition ⋮ Ornstein-Uhlenbeck Pinball and the Poincaré Inequality in a Punctured Domain ⋮ Stochastic calculus and degenerate boundary value problems ⋮ Malliavin calculus of Bismut type for fractional powers of Laplacians in semi-group theory ⋮ Differentiable measures and the Malliavin calculus

Cites Work

• Diffusions conditionnelles. I. Hypoellipticité partielle
• Hypoelliptic second order differential equations
• Last exit decompositions and regularity at the boundary of transition probabilities
• The partial malliavin calculus and its application to non-linear filtering
• [https://portal.mardi4nfdi.de/wiki/Publication:3889862 Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions]
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