The calculus of boundary processes

DOI10.24033/asens.1482zbMath0561.60081OpenAlexW2602792954MaRDI QIDQ5186516

Jean-Michel Bismut

Publication date: 1984

Published in: Annales scientifiques de l'École normale supérieure (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=ASENS_1984_4_17_4_507_0

zbMATH Keywords

local timeIto's theory of excursionssmoothness of the transition probability functionstochastic calculus of semimartingales

Mathematics Subject Classification ID

Diffusion processes (60J60) Local time and additive functionals (60J55) Boundary theory for Markov processes (60J50)

Related Items

Stochastic calculus and degenerate boundary value problems, Integration by parts on the law of the reflecting Brownian motion, Last exit decompositions and regularity at the boundary of transition probabilities, Malliavin calculus of Bismut type for fractional powers of Laplacians in semi-group theory, Calcul des variations stochastique et processus de sauts

Cites Work

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