Large deviations and the Malliavin calculus / Jean-Michel Bismut

Auteur: Bismut, Jean-Michel (1948-) - AuteurType de document: MonographieCollection: Progress in mathematics ; 45Langue: anglaisPays: Etats UnisÉditeur: Boston : Birkhauser, 1984Description: 1 vol. (VIII-216 p.) ; 24 cm ISBN: 0817632204 ; br. Note: In this monograph the author outlines an extremely ambitious program for studying the small time asymptotics of the heat kernel associated with (possibly degenerate) second order elliptic operators. The basic idea behind his approach is to use a path-space representation and to attempt a fibration of Wiener measure under the Itô map associated with the diffusion being considered. (MathSciNet)Bibliographie: Bibliogr. p. 210-216. Sujets MSC: 35B40 Partial differential equations -- Qualitative properties of solutions -- Asymptotic behavior of solutions
65H10 Numerical analysis -- Nonlinear algebraic or transcendental equations -- Systems of equations
58J65 Global analysis, analysis on manifolds -- Partial differential equations on manifolds; differential operators -- Diffusion processes and stochastic analysis on manifolds
60G15 Probability theory and stochastic processes -- Stochastic processes -- Gaussian processes
60H10 Probability theory and stochastic processes -- Stochastic analysis -- Stochastic ordinary differential equations
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In this monograph the author outlines an extremely ambitious program for studying the small time asymptotics of the heat kernel associated with (possibly degenerate) second order elliptic operators. The basic idea behind his approach is to use a path-space representation and to attempt a fibration of Wiener measure under the Itô map associated with the diffusion being considered. (MathSciNet)

Bibliogr. p. 210-216

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