scientific article

zbMath0790.60048MaRDI QIDQ3970761

Patrick Cattiaux

Publication date: 25 June 1992

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

zbMATH Keywords

Dirichlet problemMalliavin calculusstochastic differential equationsPoisson kerneldegenerate operatorsGreen kernelregular domainsHörmander type conditions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical computation of solutions to systems of equations (65H10) Boundary value problems for second-order elliptic equations (35J25) Diffusion processes (60J60) Stochastic calculus of variations and the Malliavin calculus (60H07) Transition functions, generators and resolvents (60J35) Boundary value problems for linear higher-order PDEs (35G15)

Related Items (9)

Weak approximation of killed diffusion using Euler schemes. ⋮ A probabilistic formula for gradients of solutions of hypoelliptic Dirichlet problems ⋮ Parametrix method for the first hitting time of an elliptic diffusion with irregular coefficients ⋮ Poincaré inequalities and hitting times ⋮ Explicit parametrix and local limit theorems for some degenerate diffusion processes ⋮ \(L^2\) hypocoercivity, deviation bounds, hitting times and Lyapunov functions ⋮ Ornstein-Uhlenbeck Pinball and the Poincaré Inequality in a Punctured Domain ⋮ Stochastic calculus and degenerate boundary value problems ⋮ Exact approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme

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