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Elliptic Estimates Through Stochastic Analysis

  • Paul Malliavin
Part of the Grundlehren der mathematischen Wissenschaften book series (GL, volume 313)

Abstract

Variation of an ODE: linearized ODE determining the Jacobian ma­trix — The control map, its Jacobian — Jacobian of a stochastic flow — Higher derivatives of a stochastic flow — Itô functionals, their differentiability — Malliavin matrix of an Itô functional — Reduced variation of an Itô functional — Reduced vari­ation and regularity in the backward variables — Bismut’s identity — Hörmander’s hypoellipticity theorem.

Keywords

Vector Field Stochastic Differential Equation Stochastic Analysis Stochastic Calculus Transfer Principle 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 1997

Authors and Affiliations

  • Paul Malliavin

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