About: Stochastic calculus of variations and the Malliavin calculus

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Attributs	Valeurs
type	Concept
skos:inScheme	MSC 2010
broader concept	Stochastic analysis
skos:prefLabel	Calcolo variazionale stocastico e calcolo di Malliavin Stochastic calculus of variations and the Malliavin calculus 变分随机微积分和Malliavin微积分
skos:exactMatch	http://msc2010.org/resources/MSC/1991/60H07 http://msc2010.org/resources/MSC/2000/60H07
skos:notation	60H07
is Subject of	Positivity of the density for the stochastic wave equation in two spatial dimensions Pointwise convergence of Boltzmann solutions for grazing collisions in a Maxwell gas via a probabilitistic interpretation Ergodicity and limit theorems for degenerate diffusions with time periodic drift. Application to a stochastic Hodgkin −Huxley model Analysis of the Rosenblatt process Small stochastic perturbations in a general fractional kinetic equation Probabilistic methods for semilinear partial differential equations. Applications to finance Probability density for a hyperbolic SPDE with time dependent coefficients Weak convergence of fully discrete finite element approximations of semilinear hyperbolic SPDE with additive noise Operator splitting around Euler-Maruyama scheme and high order discretization of heat kernels Strong error analysis of Euler methods for overdamped generalized Langevin equations with fractional noise: Nonlinear case Probabilistic representation of integration by parts formulae for some stochastic volatility models with unbounded drift Approximations for adapted M-solutions of type-II backward stochastic Volterra integral equations Quantitative clts on a gaussian space: a survey of recent developments Uniqueness of invariant product measures for elliptic infinite dimensional diffusions and particle spin systems L p-theory for the stochastic heat equation with infinite-dimensional fractional noise SURE shrinkage of Gaussian paths and signal identification Asymptotics in small time for the density of a stochastic differential equation driven by a stable Lévy process Stochastic formulations of the parametrix method LAMN property for the drift and volatility parameters of a sde driven by a stable Lévy process
is narrower concept of	Stochastic analysis

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