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Erschienen in:
Discrete Analogs of Wigner Transforms and Weyl Transforms Kapitel lesen Erstes Kapitel lesen

2019 | OriginalPaper | Buchkapitel

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

verfasst von : Rémi Léandre

Erschienen in: Analysis of Pseudo-Differential Operators

Verlag: Springer International Publishing

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Abstract

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.

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Vorheriges Kapitel Volterra Operators with Asymptotics on Manifolds with Edge
Nächstes Kapitel Operator Transformation of Probability Densities
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Metadaten
Titel
Bismut’s Way of the Malliavin Calculus for Non-Markovian Semi-groups: An Introduction
verfasst von
Rémi Léandre
Copyright-Jahr
2019
Buch
Analysis of Pseudo-Differential Operators

Print ISBN: 978-3-030-05167-9

Electronic ISBN: 978-3-030-05168-6

Copyright-Jahr: 2019

DOI
https://doi.org/10.1007/978-3-030-05168-6_7