The Ito-Stratonovich formula for an operator of order four
| Affiliation auteurs | Affiliation ok |
| Titre | The Ito-Stratonovich formula for an operator of order four |
| Type de publication | Conference Paper |
| Year of Publication | 2016 |
| Auteurs | Leandre R |
| Editor | Budzban G, Hughes HR, Schurz H |
| Conference Name | PROBABILITY ON ALGEBRAIC AND GEOMETRIC STRUCTURES |
| Publisher | AMER MATHEMATICAL SOC |
| Conference Location | P.O. BOX 6248, PROVIDENCE, RI 02940 USA |
| ISBN Number | 978-1-4704-1945-5 |
| Mots-clés | Non-Markovian Semigroup, Stochastic analysis |
| Résumé | Using semigroup theory, we give a representation (Ito-Stratonovitch formula) of the generator of time-homogeneous semigroups in a 4th order elliptic situation with bounded derivatives. Moreover, an application to large deviation theory of dynamical systems perturbed by sufficiently small operators of order four is given (i.e. Wentzel-Freidlin type estimates). |
| DOI | 10.1090/conm/668/13402 |