Application du calcul de Malliavin aux équations différentielles stochastiques sur le plan
Séminaire de probabilités de Strasbourg, Volume 20 (1986), pp. 379-395.
@article{SPS_1986__20__379_0,
     author = {Nualart, David},
     title = {Application du calcul de {Malliavin} aux \'equations diff\'erentielles stochastiques sur le plan},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     pages = {379--395},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {20},
     year = {1986},
     mrnumber = {942033},
     zbl = {0617.60052},
     language = {fr},
     url = {http://archive.numdam.org/item/SPS_1986__20__379_0/}
}
TY  - JOUR
AU  - Nualart, David
TI  - Application du calcul de Malliavin aux équations différentielles stochastiques sur le plan
JO  - Séminaire de probabilités de Strasbourg
PY  - 1986
SP  - 379
EP  - 395
VL  - 20
PB  - Springer - Lecture Notes in Mathematics
UR  - http://archive.numdam.org/item/SPS_1986__20__379_0/
LA  - fr
ID  - SPS_1986__20__379_0
ER  - 
%0 Journal Article
%A Nualart, David
%T Application du calcul de Malliavin aux équations différentielles stochastiques sur le plan
%J Séminaire de probabilités de Strasbourg
%D 1986
%P 379-395
%V 20
%I Springer - Lecture Notes in Mathematics
%U http://archive.numdam.org/item/SPS_1986__20__379_0/
%G fr
%F SPS_1986__20__379_0
Nualart, David. Application du calcul de Malliavin aux équations différentielles stochastiques sur le plan. Séminaire de probabilités de Strasbourg, Volume 20 (1986), pp. 379-395. http://archive.numdam.org/item/SPS_1986__20__379_0/

[1] J.M. Bismut: Martingales, the Malliavin Calculus and Hypoellipticity under general Hörmander's conditions. Z. Wahrscheinlichkeitstheorie verw. Gebiete 56, 469-505 (1981). | MR | Zbl

[2] R. Cairoli: Sur une équation différentielle stochastique. C.R. Acad. Sc. Paris 274, 1739-1742 (1972). | MR | Zbl

[3] R. Cairoli, J.B. Walsh: Stochastic integrals in the plane. Acta Math. 134, 111-183 (1975). | MR | Zbl

[4] B. Hajek: Stochastic equations of hyperbolic type and a two-parameter Stratonovich calculus. Ann. Probability, 10, 451-463 (1982). | MR | Zbl

[5] N. Ikeda, S. Watanabe: Stochastic differential equations and diffusion processes. North Holland (1981). | MR | Zbl

[6] P. Malliavin: Stochastic calculus of variations and hypoelliptic operators. Proceedings of the International Conference on Stochastic Differential Equations of Kyoto 1976, pp. 195-263, Wiley (1978). | Zbl

[7] D. Nualart, M. Sanz: Malliavin calculus for two-parameter Wiener functionals. Preprint.

[8] I. Shigekawa: Derivatives of Wiener functionals and absolute continuity of induced measures. J. Math. Kyoto Univ. 20-2, 263-289 (1980). | MR | Zbl

[9] D.W. Stroock: The Malliavin calculus, a functional analytic approach. Journal of Functional Analysis 44, 212-257 (1981). | MR | Zbl

[10] D.W. Stroock: Some application of stochastic calculus to partial differential equations. Lecture Notes in Math. 976, 267-382 (1983). | Zbl

[11] J. Yeh: Existence of strong solutions for stochastic differential equations in the plane. Pacific J. Math. 97, 217-247 (1981). | MR | Zbl

[12] M. Zakai: The Malliavin Calculus. Preprint.