506 citations
- Centre National de la Recherche ScientifiqueFR57 papers
- Institut de Mathématiques de BourgogneFR28 papers
- Laboratoire Interdisciplinaire Carnot de BourgogneFR19 papers
- Université Libre de BruxellesBE11 papers
- Lyon 1 UniversitéFR6 papers
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- Laboratoire de Mathématiques Blaise PascalFR5 papers
- Okanagan University CollegeCA5 papers
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- University of British ColumbiaCA4 papers
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Showing 2007 · math.PRShow all
3 papers · 2 filters
math.PR2007
Transportation Cost Inequality on Path Spaces with Uniform Distance
Shizan Fang, Feng-Yu Wang, Bo Wu
Starting from a sequence of independent Wright-Fisher diffusion processes on , we construct a class of reversible infinite dimensional diffusion processes on $\DD_\infty:= \…
math.PR2007
Malliavin calculus of Bismut type without probability
Remi Leandre
We translate in semigroup theory Bismut's way of the Malliavin calculus.
math.PR2007★ 39 cited
Global flows for stochastic differential equations without global Lipschitz conditions
Shizan Fang, Peter Imkeller, Tusheng Zhang
We consider stochastic differential equations driven by Wiener processes. The vector fields are supposed to satisfy only local Lipschitz conditions. The Lipschitz constants of the…