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4 matches found
XX: 12, 131-161, LNM 1204 (1986)
BOULEAU, Nicolas; HIRSCH, Francis
Propriété d'absolue continuité dans les espaces de Dirichlet et applications aux équations différentielles stochastiques (Dirichlet forms, Malliavin's calculus)
This is the main result of the ``Bouleau-Hirsch approach'' to absolute continuity in Malliavin calculus (see The Malliavin calculus and related topics by D. Nualart, Springer1995). In the framework of Dirichlet spaces, a general criterion for absolute continuity of random vectors is established; it involves the image of the energy measure. This leads to a Lipschitzian functional calculus for the Ornstein-Uhlenbeck Dirichlet form on Wiener space, and gives absolute continuity of the laws of the solutions to some SDE's with coefficients that can be uniformly degenerate
Comment: These results are extended by the same authors in their book Dirichlet Forms and Analysis on Wiener Space, De Gruyter 1991
Keywords: Dirichlet forms, Carré du champ, Absolute continuity of laws
Nature: Original
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XXVII: 26, 302-303, LNM 1557 (1993)
HIRSCH, Francis
Représentation du processus d'Ornstein-Uhlenbeck à $n$ paramètres
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XLIII: 21, 451-503, LNM 2006 (2011)
HIRSCH, Francis; PROFETA, Christophe; ROYNETTE, Bernard; YOR, Marc
Constructing self-similar martingales via two Skorokhod embeddings (Martingale theory)
Keywords: Skorokhod embeddings, Hardy-Littlewood functions, Convex order, Schauder fixed point theorem, Self-similar martingales, Karamata's representation theorem
Nature: Original
XLVII: 01, xi-xxxi, LNM 2137 (2015)
AZÉMA, Jacques; BARRIEU, Pauline; BERTOIN, Jean; CABALLERO, Maria Emilia; DONATI-MARTIN, Catherine; ÉMERY, Michel; HIRSCH, Francis; HU, Yueyun; LEDOUX, Michel; NAJNUDEL, Joseph; MANSUY, Roger; MICLO, Laurent; SHI, Zhan; WILLIAMS, David
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