Bismut's Way of the Malliavin Calculus for Non-Markovian Semi-groups: An introduction
Autor: | Leandre, Remi |
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Rok vydání: | 2022 |
Předmět: | |
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 |
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