An exercise in Malliavin's calculus

DOI10.2969/jmsj/06741785zbMath1329.35121OpenAlexW2186126256MaRDI QIDQ904209

Daniel W. Stroock

Publication date: 12 January 2016

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jmsj/1445951167

zbMATH Keywords

Malliavin calculushypoelliptic equations

Mathematics Subject Classification ID

Nonlinear boundary value problems for linear elliptic equations (35J65) Brownian motion (60J65) Stochastic calculus of variations and the Malliavin calculus (60H07) Hypoelliptic equations (35H10)

Related Items (1)

Functional inequalities for a class of nonlocal hypoelliptic equations of Hörmander type

Cites Work

• Hypoelliptic differential operators and nilpotent groups
• Hypoelliptic second order differential equations
• Probability Theory
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