Density estimates for a random noise propagating through a chain of differential equations
type: Item
instance of: scholarly article
title: Density estimates for a random noise propagating through a chain of differential equations
zbMATH Open document ID: 1223.60037
author: François Delarue
author: Stéphane Menozzi
published in: Journal of Functional Analysis
publication date: 2010-09-06T00:00:00Z
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 5779345
zbMATH Keywords: Aronson estimates
zbMATH Keywords: Gaussian bounds
zbMATH Keywords: hypoellipticity
zbMATH Keywords: stochastic control
MaRDI profile type: Publication
full work available at URL: j.jfa.2010.05.002
OpenAlex ID: W1980073551
Wikidata QID: Q105583679
cites work: Bounds for the fundamental solution of a parabolic equation
cites work: On the connection between the Malliavin covariance matrix and Hörmander's condition
cites work: Lower bounds for densities of Asian type stochastic differential equations
cites work: SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS
cites work: Exponential decay of the heat kernel over the diagonal. II
cites work: Large deviations of lattice Hamiltonian dynamics coupled to stochastic thermostats
cites work: Gaussian estimates for hypoelliptic operators via optimal control
cites work: Q3201183
cites work: Hypoelliptic non-homogeneous diffusions
cites work: Q3437336
cites work: Q5713276
cites work: Schauder estimates, Harnack inequality and Gaussian lower bound for Kolmogorov-type operators in non-divergence form
cites work: Non-equilibrium statistical mechanics of anharmonic chains coupled to two heat baths at different temperatures
cites work: Q4086303
cites work: Stochastic variational formula for fundamental solutions of parabolic PDE
cites work: Controlled Markov processes and viscosity solutions
cites work: Q4225410
cites work: Q5520962
cites work: Isotropic hypoelliptic and trend to equilibrium for the Fokker-Planck equation with a high-degree potential
cites work: Hypoelliptic second order differential equations
cites work: LINEAR EQUATIONS OF THE SECOND ORDER OF PARABOLIC TYPE
cites work: Viscosity solutions of fully nonlinear second-order elliptic partial differential equations
cites work: Zufällige Bewegungen. (Zur Theorie der Brownschen Bewegung.)
cites work: Local limit theorems for transition densities of Markov chains converging to diffusions
cites work: Explicit parametrix and local limit theorems for some degenerate diffusion processes
cites work: Q3684932
cites work: Q3771355
cites work: Weak solutions for forward-backward SDEs-a martingale problem approach
cites work: Q3896284
cites work: Q4197841
cites work: Q4337939
cites work: Curvature and the eigenvalues of the Laplacian
cites work: Q4842684
cites work: Harnack inequalities and Gaussian estimates for a class of hypoelliptic operators
cites work: Q4869769
cites work: Q4226355
cites work: Asymptotic behavior of thermal nonequilibrium steady states for a driven chain of anharmonic oscillators
cites work: Some estimates of the transition density of a nondegenerate diffusion Markov process
cites work: Q4308904
cites work: Q5574421
cites work: Q4859392
cites work: Q3957731
cites work: Q3862204
cites work: Q4786851
cites work: The Fundamental Solution of a Degenerate Partial Differential Equation of Parabolic Type
DOI: 10.1016/J.JFA.2010.05.002
description: scientific article; zbMATH DE number 5779345