Some remarks on Malliavin's comparison lemma and related topics

John C. Taylor

Séminaire de probabilités de Strasbourg (1978)

  • Volume: 12, page 446-456

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Taylor, John C.. "Some remarks on Malliavin's comparison lemma and related topics." Séminaire de probabilités de Strasbourg 12 (1978): 446-456. <http://eudml.org/doc/113166>.

@article{Taylor1978,
author = {Taylor, John C.},
journal = {Séminaire de probabilités de Strasbourg},
language = {eng},
pages = {446-456},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Some remarks on Malliavin's comparison lemma and related topics},
url = {http://eudml.org/doc/113166},
volume = {12},
year = {1978},
}

TY - JOUR
AU - Taylor, John C.
TI - Some remarks on Malliavin's comparison lemma and related topics
JO - Séminaire de probabilités de Strasbourg
PY - 1978
PB - Springer - Lecture Notes in Mathematics
VL - 12
SP - 446
EP - 456
LA - eng
UR - http://eudml.org/doc/113166
ER -

References

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  1. [1] Azencott, R.Methods of localization and diffusions on manifolds. Unpublished manuscript. Zbl0224.35043
  2. [2] Azencott, R.Behaviour of diffusion semi-groups at infinity, Ball. Soc. Math. France102 (1974), 193-240. Zbl0293.60071MR356254
  3. [3] Dambis, K.E.On the decomposition of continuous submartingales, Theory Prob. and Appl.10 (1965), 401-410. Zbl0141.15102MR202179
  4. [4] Doob, J.L.Stochastic processes, John Wiley & Sons Inc., New York, London, Sydney, 1953. Zbl0053.26802
  5. [5] Girsanov, I.V.On Ito's stochastic integral, Soviet Math.2 (1961), 506-509 [Dokl. Akad. Nauk SSR138 (1961), 18-21]. Zbl0109.11203MR119244
  6. [6] KHAS'MINSKII, R.S.Ergodic properties of recurrent diffusion processes, Theory Prob. and Appl.5 (1960), 179-196. Zbl0106.12001MR133871
  7. [7] Malliavin, P.Asymptotic of the Green's function of a Riemannian manifold and Ito's stochastic integrals, Proc. Nat. Acad. Sci. U.S.A.71 (1974),381-383. Zbl0449.60040
  8. [8] Malliavin, M.P.and Malliavin, P.Factorisation et lois limites de la diffusion horizontale au-dessus d'un espace riemannien symétrique, in Springer Lecture Notes404, Springer-Verlag, Berlin, Heidelberg, New York, 1974. Zbl0291.53025MR359023
  9. [9] Meyer, P.A... Démonstration probabiliste de certaines inégalités de LITTLEWOOD-PALEY, in Seminaire de probabilités X, Springer Lecture Notes511, Springer-Verlag, Berlin, Heidelberg, New York, 1976. Zbl0332.60032
  10. [10] Meyer, P.A.Un cours sur les intégrales stochastiques, Ibid. Zbl0374.60070
  11. [11] Meyers, N. and Serrin, J., The exterior Dirichlet problem for second order elliptic partial differential equations, J. Math. and Mech.9 (1960), 513-538. Zbl0094.29701MR117421
  12. [12] Priourret, P.Processus de diffusion et equations différentielles stochastiques, in Springer Lecture Notes390, Springer-Verlag, Berlin, Heidelberg, New York, 1973. Zbl0363.60064MR445625
  13. [13] Skorohod, A.V.Studies in the theory of random processes, Addison-Wesley, Reading Mass., 1965. Zbl0146.37701MR185620
  14. [14] Yamada, T.On a comparison theorem for solutions of stochastic differential equations and its applications, J. Math. Kyoto Univ., 13 (1973), 497-512. Zbl0277.60047MR339334

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