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Stochastic calculus of variation and hypoelliptic operators. (English) Zbl 0411.60060

Proc. int. Symp. on stochastic differential equations, Kyoto 1976, 195-263 (1978).

MSC:

60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
60B15 Probability measures on groups or semigroups, Fourier transforms, factorization
65H10 Numerical computation of solutions to systems of equations
58J65 Diffusion processes and stochastic analysis on manifolds

Citations:

Zbl 0402.00009