MARTINGALES, THE MALLIAVIN CALCULUS AND HYPOELLIPTICITY UNDER GENERAL HORMANDER CONDITIONS

被引:180
作者
BISMUT, JM
机构
来源
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE | 1981年 / 56卷 / 04期
关键词
D O I
10.1007/BF00531428
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:469 / 505
页数:37
相关论文
共 24 条
[1]  
ABRAHAM R, 1978, F MECHANICS
[2]  
BAXENDALE P, UNPUBLISHED
[3]   INTRODUCTORY APPROACH TO DUALITY IN OPTIMAL STOCHASTIC CONTROL [J].
BISMUT, JM .
SIAM REVIEW, 1978, 20 (01) :62-78
[4]  
BISMUT JM, 1980, CR ACAD SCI A MATH, V290, P483
[5]  
BISMUT JM, 1981, GEBIETE, V55, P331
[6]  
BISMUT JM, UNPUBLISHED
[7]  
CHEVALLEY C, 1946, THEORY LIE GROUPS, V1
[8]   REPRESENTATION OF FUNCTIONALS OF BROWNIAN MOTION BY STOCHASTIC INTEGRALS [J].
CLARK, JMC .
ANNALS OF MATHEMATICAL STATISTICS, 1970, 41 (04) :1282-&
[10]  
DELLACHERIE C, 1980, PROBABILITES POTENTI, pCH5