Bismut's Way of the Malliavin Calculus for Non-Markovian Semi-groups: An introduction

Autor:	Leandre, Remi
Rok vydání:	2022
Předmět:	Mathematics - Analysis of PDEs Mathematics - Probability 60H07. Secondary 35K05 35K25
Zdroj:	In "Analysis of pseudodifferential operators" (2019)
Druh dokumentu:	Working Paper
Popis:	We give a review of our recent works related to the Malliavin Calculus of Bismut type for non-Markovian generators. Part IV is new and relates the Malliavin Calculus and the general theory of elliptic pseudo-differential operators.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2201.09524 Zobrazit plný text záznamu View this record from Arxiv