29 citations · 29 across the 2 of their papers we have counts for
2 papers
math.PR2005★ 29 cited
Hypoellipticity in infinite dimensions and an application in interest rate theory
Fabrice Baudoin, Josef Teichmann
We apply methods from Malliavin calculus to prove an infinite-dimensional version of Hormander's theorem for stochastic evolution equations in the spirit of Da Prato-Zabczyk. This…
math-ph2004
A hyper-geometric approach to the BMV-conjecture
Michaeln Drmota, Walter Schachermayer, Josef Teichmann
We provide a representation of the (signed) BMV-measure by stochastic means and prove positivity of the respective measures in dimension in several non-trivial cases by combi…