The Malliavin calculus and its application to second order parabolic differential equations: Part II

DOI10.1007/BF01752393zbMath0474.60062MaRDI QIDQ3928765

Daniel W. Stroock

Publication date: 1981

Published in: Mathematical Systems Theory (Search for Journal in Brave)

zbMATH Keywords

Malliavin calculushypoellipticityinteracting diffusions

Mathematics Subject Classification ID

Diffusion processes (60J60) Initial value problems for second-order parabolic equations (35K15)

Related Items (8)

Unnamed Item ⋮ Absolute continuity of the law of an infinite dimensional Wiener functional with respect to the Wiener probability ⋮ Diffusions on an infinite dimensional torus ⋮ Hypoelliptic heat kernel inequalities on Lie groups ⋮ The calculus of boundary processes ⋮ MALLIAVIN CALCULUS FOR LIE GROUP-VALUED WIENER FUNCTIONS ⋮ Projection of the infinitesimal generator of a diffusion ⋮ Asymptotic ergodicity of the process of conditional law in some problem of nonlinear filtering

Cites Work

• Unnamed Item
• Unnamed Item
• Subelliptic estimates and function spaces on nilpotent Lie groups
• Hypoelliptic differential operators and nilpotent groups
• Generalized Ornstein-Uhlenbeck processes and infinite particle branching Brownian motions
• Hypoelliptic second order differential equations
• On extremal solutions of martingale problems
• On Square Integrable Martingales
• On Distributions of Certain Wiener Functionals

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