Malliavin Calculus of Bismut Type for Fractional Powers of Laplacians in Semi-Group Theory
We translate into the language of semi-group theory Bismut's Calculus on boundary processes (Bismut (1983), Lèandre (1989)) which gives regularity result on the heat kernel associated with fractional powers of degenerated Laplacian. We translate into the language of semi-group theory the marria...
Main Author: | Rémi Léandre |
---|---|
Format: | Article |
Language: | English |
Published: |
Hindawi Limited
2011-01-01
|
Series: | International Journal of Differential Equations |
Online Access: | http://dx.doi.org/10.1155/2011/575383 |
Similar Items
-
Fractional volatility models and malliavin calculus.
Published: (2004) -
Malliavin calculus
by: Norris, J. R.
Published: (1985) -
An application of the Malliavin calculus in finance
by: Fordred, Gordon Ian
Published: (2013) -
Application of Malliavin Calculus and Wiener chaos to option pricing theory
by: Ben-Hamou, Eric
Published: (2001) -
An application of the Malliavin calculus to infinite dimensional diffusions
by: Clemens, Laura E
Published: (2006)