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Malliavin calculus of Bismut type for an operator of order four on a Lie group

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Abstract

We give an adaptation of the Malliavin calculus of Bismut type for a semi-group generated by a four order operator on a Lie group. In such a case, the semi-group does not preserve the positivity.

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  1. Laboratoire de Mathématiques, Université de Franche-Comté, 25030, Besançon, France

    Rémi Léandre

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  1. Rémi Léandre
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Léandre, R. Malliavin calculus of Bismut type for an operator of order four on a Lie group. J. Pseudo-Differ. Oper. Appl. 9, 419–430 (2018). https://doi.org/10.1007/s11868-017-0190-3

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  • DOI: https://doi.org/10.1007/s11868-017-0190-3

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