Régularité \(C^{\infty}\) des noyaux de Wiener d'une diffusion. \((C^{\infty}\)-regularity of Wiener kernels of a diffusion)

zbMath0701.60052MaRDI QIDQ914249

Pierre Bernard, David Nualart

Publication date: 1990

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1990__26_2_287_0

zbMATH Keywords

diffusion processWiener chaos decompositionregular Wiener kernel

Mathematics Subject Classification ID

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

Related Items (1)

Chaos expansion for the solutions of stochastic differential equations

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