Développement asymptotique de la densité d’une diffusion dégénérée

DOI10.1515/form.1992.4.45zbMath0749.60054OpenAlexW2076703712MaRDI QIDQ3990851

Rémi Léandre

Publication date: 28 June 1992

Published in: Forum Mathematicum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/form.1992.4.45

zbMATH Keywords

Lie algebradiffusion processesLie bracketHörmander theoremStratonovitch differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)

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