The Malliavin calculus and hypoelliptic differential operators

DOI10.1142/S0219025715500010zbMath1310.60069OpenAlexW2048077026MaRDI QIDQ5247183

Denis R. Bell

Publication date: 23 April 2015

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219025715500010

zbMATH Keywords

Malliavin calculusHörmander's theoremhypoelliptic differential operators

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic calculus of variations and the Malliavin calculus (60H07) Hypoelliptic equations (35H10)

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Cites Work

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• Stochastic calculus with anticipating integrands
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• Stochastic calculus of variations in mathematical finance.
• Hypoelliptic second order differential equations
• Potential theory on Hilbert space
• Malliavin's calculus and stochastic integral representations of functional of diffusion processes^†
• [https://portal.mardi4nfdi.de/wiki/Publication:3889862 Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions]

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