6533b820fe1ef96bd1279c95

RESEARCH PRODUCT

Bismut’s Way of the Malliavin Calculus for Non-Markovian Semi-groups: An Introduction

Rémi Léandre

subject

Pure mathematics010308 nuclear & particles physics010102 general mathematicsMarkov processType (model theory)Malliavin calculus01 natural sciencessymbols.namesakeMathematics::ProbabilityGeneral theory0103 physical sciencessymbols[MATH]Mathematics [math]0101 mathematicsComputingMilieux_MISCELLANEOUSMathematics

description

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.

yearjournalcountryeditionlanguage
2019-05-09
https://doi.org/10.1007/978-3-030-05168-6_7