Journal of the Mathematical Society of Japan
- J. Math. Soc. Japan
- Volume 67, Number 4 (2015), 1785-1799.
An exercise in Malliavin's calculus
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.
J. Math. Soc. Japan, Volume 67, Number 4 (2015), 1785-1799.
First available in Project Euclid: 27 October 2015
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STROOCK, Daniel W. An exercise in Malliavin's calculus. J. Math. Soc. Japan 67 (2015), no. 4, 1785--1799. doi:10.2969/jmsj/06741785. https://projecteuclid.org/euclid.jmsj/1445951167