Hypoelliptic non-homogeneous diffusions
By Patrick Cattiaux, Laurent Mesnager. 2002
51 citations recorded by the source corpus.
Subfields: Computational Theory and Mathematics, Mathematical Physics
View Paper: https://www.semanticscholar.org/paper/b97bc93a380987b0d1aa8f5112bd1d463431cbf3
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In Computational Theory and Mathematics
- Stéphane Menozzi
- T. Cass
- François Delarue
- Peter K. Friz
- Huyen Pham
- Franccois Delarue
- Jean-François Chassagneux
- D. Crisan
In Mathematical Physics
- T. Cass
- Stéphane Menozzi
- François Delarue
- Peter K. Friz
- Nicolas Victoir
- Massimiliano Gubinelli
- Khoa Le
- Ilya Chevyrev
Citations in the corpus
- Density estimates for a random noise propagating through a chain of differential equations (2010, methodology): “For other examples of application of Malliavin calculus, we refer the reader to Bally [Bal90], where the connection between the Malliavin matrix and the Hörmander assumption is investigated carefully, to Cattiaux [Cat90], where various properties of the resolvent of a di usion process are establishe”
- Densities for rough differential equations under Hormander's condition (2007, background): “There may be cases when X can be written in terms of Brownian motion so that ultimately the techniques of [5, 38] are applicable.”