scientific article; zbMATH DE number 5250768

zbMath1163.60001MaRDI QIDQ5449862

Giuseppe Da Prato

Publication date: 19 March 2008

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

zbMATH Keywords

Markov semigroupBrownian motionItô integralMalliavin calculusstochastic flowMalliavin derivativeSkorohod integralGaussian measures in Hilbert spaceBismut-Elsworthy formulaexistence of a marginal density for diffusionsItô backward integralWhite noise function

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Transition functions, generators and resolvents (60J35) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (5)

Viscous Aubry-Mather theory and the Vlasov equation ⋮ A cost on paths of measures which induces the Fokker-Planck equation ⋮ Malliavin derivatives in spaces with variable exponents ⋮ Fokker-Planck equations and maximal dissipativity for Kolmogorov operators with time dependent singular drifts in Hilbert spaces ⋮ A unified approach to infinite-dimensional integration

This page was built for publication: