A girsanov formula associated to a big order pseudo-differential operator

• Rémi Léandre ^[1]
  1. [1] University of Franche-Comté

     University of Franche-Comté

     Arrondissement de Besançon, Francia

     
• Localización: Cubo: A Mathematical Journal, ISSN 0716-7776, ISSN-e 0719-0646, Vol. 15, Nº. 1, 2013, págs. 113-117
• Idioma: inglés
• DOI: 10.4067/S0719-06462013000100007
• Enlaces
  • Texto completo
• Resumen
  • español

    Entregamos una fórmula de cuasi-invarianza relacionada con un semigrupo generado por un operador seudo-diferencial elíptico de orden superior.

  • English

    We give a quasi-invariance formula involved with a semi-group generated by a big order elliptic pseudo-differential operator.

• Referencias bibliográficas
  • Davies, B. (1995). Unifomly elliptic operators with measurable coefficients. J. Funct. Ana.. 132. 141-169
  • Dellacherie, C,Meyer, P.A. (1978). Probabilités et potentiel. Hermann. Paris.
  • Dieudonné, J. (1977). Eléments d'analyse. Gauthiers-Villars. Paris.
  • H'ormander, L. (1984). The analysis of linear partial operators. Springer. Berlin.
  • H'ormander, L. (1984). The analysis of linear partial operators. Springer. Berlin.
  • Ikeda, N,Watanabe, S. (1989). Stochastic differential equations and diffusion processes. 2. North-Holland.
  • Léandre, R. (2008). Itô-Stratonovitch for a four order operator on a torus. Non-Euclidean geometry and its applications. 42. 133-138
  • Léandre, R. (2009). Itô-Stratonovitch for the Schroedinger equation associated to a big order operator on a torus. Fractional Order differentiation....
  • Léandre, R. (2010). Computations of stochastic systems. Trans. Comp. Sciences..
  • Léandre, R. (2010). ISAAC 2009. World Scientific.
  • Léandre, R. (2010). Stochastic analysis without probability: study of some basic tools. Journal Pseudo Differential Operators and Applications....
  • Léandre, R. (2011). Long time behaviour on a path group of the heat semi-group associated to a bilaplacian. Symmetry measures on complex networks....
  • Léandre, R. (2012). A path-integral approach to the Cameron-Martin-Maruyama- Girsanov formula associated to a Bilaplacian. Integral and differential...
  • Léandre, R. (2011). A generalized Fock space associated to a Bilaplacian. 2011 World Congress Engineering Technology.
  • Léandre, R. (2012). An Itô formula for an accretive operator. Axioms: feature papers. Axioms 1. 4-8
  • Léandre, R. Stochastic analysis for a non-markovian generator: an introduction.
  • Rogers, L.C.G,Williams, D. (1987). Stochastic differential equations and martingales. Itô Calculus, Wiley. ^eNew-York New-York.