Bismut's way of the Malliavin Calculus for non-markovian semigroups: an introduction
Résumé
We give a review of our recent works related to the Malliavin Calculus of Bismut type for non markovian generator. Part IV is new and relates the Malliavin Calculus and the general theory of elliptic pseudo-differential operators.
Domaines
Mathématiques [math]
Origine : Fichiers produits par l'(les) auteur(s)