Stochastic flows and Bismut formulas for stochastic Hamiltonian systems
Author:
Funder
ARC Discovery
NSFs of China
Publisher
Elsevier BV
Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
Reference27 articles.
1. Random Dynamical Systems;Arnold,1998
2. Pathwise uniqueness for a degenerate stochastic differential equation;Bass;Ann. Probab.,2007
3. Large Deviations and the Malliavin Calculus;Bismut,1984
4. Existence and uniqueness of an invariant measure for a chain of oscillators in contact with two heat baths;Carmona;Stochastic Process. Appl.,2007
5. Bismut type formulae for diffusion semigroups on Riemannian manifolds;Cruzeiro;Potential Anal.,2006
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