Malliavin Calculus of Bismut Type for Fractional Powers of Laplacians in Semi-Group Theory | Zendy

Rémi Léandre | Zendy

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Malliavin Calculus of Bismut Type for Fractional Powers of Laplacians in Semi-Group Theory

Author(s) -

Rémi Léandre

Publication year - 2011

Publication title -

international journal of differential equations

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.324

H-Index - 20

eISSN - 1687-9651

pISSN - 1687-9643

DOI - 10.1155/2011/575383

Subject(s) - malliavin calculus , mathematics , type (biology) , fractional calculus , integration by parts , pure mathematics , calculus (dental) , mathematical analysis , partial differential equation , medicine , ecology , stochastic partial differential equation , dentistry , biology

We translate into the language of semi-group theory Bismut's Calculus on boundary processes (Bismut (1983), Leandre (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 marriage of Bismut (1983) between the Malliavin Calculus of Bismut type on the underlying diffusion process and the Malliavin Calculus of Bismut type on the subordinator which is a jump process.

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