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October, 2015 An exercise in Malliavin's calculus
Daniel W. STROOCK
J. Math. Soc. Japan 67(4): 1785-1799 (October, 2015). DOI: 10.2969/jmsj/06741785

Abstract

This note has two goals. First, for those who have heard the term but do not know what it means, it provides a gentle introduction to Malliavin's calculus as it applies to degenerate parabolic partial differential equations. Second, it applies that theory to generalizations of Kolmogorov's example of a highly degenerate operator which is nonetheless hypoelliptic.

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Daniel W. STROOCK. "An exercise in Malliavin's calculus." J. Math. Soc. Japan 67 (4) 1785 - 1799, October, 2015. https://doi.org/10.2969/jmsj/06741785

Information

Published: October, 2015
First available in Project Euclid: 27 October 2015

zbMATH: 1329.35121
MathSciNet: MR3417514
Digital Object Identifier: 10.2969/jmsj/06741785

Subjects:
Primary: 35H10, 35J65, 60J65

Rights: Copyright © 2015 Mathematical Society of Japan

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Vol.67 • No. 4 • October, 2015
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