A new technique for proving uniqueness for martingale problems. From Probability to Geometry (I): Volume in Honor of the 60th Birthday of Jean-Michel Bismut, pp.47-53, 2009. ,
SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS, Mathematical Models and Methods in Applied Sciences, vol.11, issue.03, pp.475-497, 2001. ,
DOI : 10.1142/S0218202501000945
Density estimates for a random noise propagating through a chain of differential equations, Journal of Functional Analysis, vol.259, issue.6, pp.259-265, 2010. ,
DOI : 10.1016/j.jfa.2010.05.002
URL : https://hal.archives-ouvertes.fr/hal-00436051
Non-Equilibrium Statistical Mechanics of Anharmonic Chains Coupled to Two Heat Baths at Different Temperatures, Fri64] A. Friedman. Partial differential equations of parabolic type, pp.201-204, 1964. ,
DOI : 10.1007/s002200050572
URL : https://hal.archives-ouvertes.fr/hal-00005454
Hypoelliptic second order differential operators Viscosity solutions of fully nonlinear second-order elliptic partial differential equations Konakov and E. Mammen. Local limit theorems for transition densities of Markov chains converging to diffusions, Konakov and E. Mammen. Edgeworth type expansions for euler schemes for stochastic differential equations, pp.171-173, 1967. ,
Weak Error for Stable Driven Stochastic Differential Equations: Expansion??of??the??Densities, Journal of Theoretical Probability, vol.8, issue.4, 2010. ,
DOI : 10.1007/s10959-010-0291-x
Explicit parametrix and local limit theorems for some degenerate diffusion processes Annales de l'Institut Henri Poincaré, Série B Curvature and the eigenvalues of the Laplacian, Norris. Simplified Malliavin Calculus. Séminaire de Probabilités, pp.46-50, 1967. ,
Asymptotic behavior of thermal nonequilibrium steady states for a driven chain of anharmonic oscillators [Soi94] C. Soize. The Fokker-Planck equation for stochastic dynamical systems and its explicit steady state solutions Varadhan. Multidimensional diffusion processes, Tal02] D. Talay. Stochastic Hamiltonian dissipative systems: exponential convergence to the invariant measure, and discretization by the implicit Euler scheme. Markov Processes and Related Fields, pp.215-216, 1979. ,