, Infinite-dimensional analysis, 1999.
DOI : 10.1007/978-3-662-03004-2
, Bounds for the fundamental solution of a parabolic equation, Bulletin of the American Mathematical Society, vol.73, issue.6, pp.890-896, 1967.
DOI : 10.1090/S0002-9904-1967-11830-5
, Analysis and geometry of Markov diffusion operators, 2013.
DOI : 10.1007/978-3-319-00227-9
URL : https://hal.archives-ouvertes.fr/hal-00929960
, Backward stochastic differential equations associated to a symmetric Markov process. Potential Anal, pp.17-60, 2005.
DOI : 10.1007/s11118-003-6457-8
URL : https://hal.archives-ouvertes.fr/inria-00072163
, Backward stochastic differential equations and integral-partial differential equations, Stochastics An International Journal of Probability and Stochastic Processes, vol.60, issue.1, pp.57-83, 1997.
DOI : 10.1080/17442509708834099
, Backward Stochastic Differential Equations with no driving martingale, Markov processes and associated Pseudo Partial Differential Equations, p.1431559, 2017.
URL : https://hal.archives-ouvertes.fr/hal-01431559
, Conjugate convex functions in optimal stochastic control, Journal of Mathematical Analysis and Applications, vol.44, issue.2, pp.384-404, 1973.
DOI : 10.1016/0022-247X(73)90066-8
URL : http://doi.org/10.1016/0022-247x(73)90066-8
, Stochastic equations in infinite dimensions, volume 152 of Encyclopedia of Mathematics and its Applications, 2014.
, Rough paths and 1d SDE with a time dependent distributional drift: application to polymers. Probab. Theory Related Fields, pp.1-63, 2016.
DOI : 10.1007/s00440-015-0626-8
URL : https://hal.archives-ouvertes.fr/hal-00947201
, Probabilités et potentiel, volume A, 1975.
, Probabilités et potentiel. Chapitres XII? XVI. Publications de l'Institut de Mathématiques de l, 1987.
, Hitchhiker's guide to the fractional Sobolev spaces, Bull. Sci. Math, vol.136, issue.5, pp.521-573, 2012.
, Markov processes and related problems of analysis Lecture Note Series, 1982.
DOI : 10.1070/rm1960v015n02abeh004215
, Backward Stochastic Differential Equations in Finance, Mathematical Finance, vol.7, issue.1, pp.1-71, 1997.
DOI : 10.1111/1467-9965.00022
, Multidimensional stochastic differential equations with distributional drift, Transactions of the American Mathematical Society, vol.369, issue.3, pp.1665-1688, 2017.
DOI : 10.1090/tran/6729
URL : https://hal.archives-ouvertes.fr/hal-00935399
, Some SDEs with distributional drift. I. General calculus, Osaka J. Math, vol.40, issue.2, pp.493-542, 2003.
DOI : 10.1515/156939704323074700
, Itô's formula and semimartingale characterization, Random Oper. Stochastic Equations, vol.12, issue.2, pp.145-184, 2004.
, Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control, The Annals of Probability, vol.30, issue.3, pp.1397-1465, 2002.
DOI : 10.1214/aop/1029867132
, Dirichlet forms and symmetric Markov processes, 1994.
DOI : 10.1515/9783110218091
, Pseudo differential operators generating markov processes. Habilitations-schrift, 1998.
, Stochastic analysis on manifolds, American Mathematical Soc, vol.38, 2002.
DOI : 10.1090/gsm/038
, Forward-Backward SDEs with distributional coefficients . preprint -ArXiv, 2016.
, Pseudo differential operators and Markov processes Fourier analysis and semigroups, 2001.
DOI : 10.1142/9781860949746
, Pseudo differential operators & Markov processes, 2002.
DOI : 10.1142/p395
, Pseudo Differential Operators & Markov Processes: Markov Processes And Applications, 2005.
DOI : 10.1142/p395
, Calcul stochastique et problèmes de martingales, Lecture Notes in Mathematics, vol.714, 1979.
DOI : 10.1007/BFb0064907
, Limit theorems for stochastic processes, of Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences, 2003.
DOI : 10.1007/978-3-662-02514-7
, Riemannian Geometry and Geometric Analysis, 2011.
DOI : 10.1007/978-3-662-03118-6
, Adapted solution of a backward stochastic differential equation, Systems & Control Letters, vol.14, issue.1, pp.55-61, 1990.
DOI : 10.1016/0167-6911(90)90082-6
, Backward stochastic differential equations and quasilinear parabolic partial differential equations, Stochastic partial differential equations and their applications, pp.200-217, 1991.
DOI : 10.1007/BFb0007334
, Stochastic differential equations, backward SDEs, partial differential equations, volume 69 of Stochastic Modelling and Applied Probability
DOI : 10.1007/978-3-319-05714-9
, Probabilistic interpretation for systems of quasilinear parabolic partial differential equations, Stochastics Stochastics Rep, vol.37, issue.12, pp.61-74, 1991.
, Op??rateurs dissipatifs et semi-groupes dans les espaces de fonctions continues, Annales de l???institut Fourier, vol.26, issue.4, pp.1-97, 1976.
DOI : 10.5802/aif.632
URL : http://archive.numdam.org/article/AIF_1976__26_4_1_0.pdf
, Some parabolic PDEs whose drift is an irregular random noise in space, The Annals of Probability, vol.35, issue.6, pp.2213-2262, 2007.
DOI : 10.1214/009117906000001178
URL : https://hal.archives-ouvertes.fr/hal-00019856
, Elliptic PDEs with distributional drift and backward SDEs driven by a càdlàg martingale with random terminal time. To appear in Stochastics and Dynamics, 2015.
DOI : 10.1142/s0219493717500307
, Diffusion processes associated with L???vy generators, Zeitschrift f???r Wahrscheinlichkeitstheorie und Verwandte Gebiete, vol.10, issue.3, pp.209-244, 1975.
DOI : 10.1007/BF00532614
, Multidimensional diffusion processes, Classics in Mathematics, 2006.
DOI : 10.1007/3-540-28999-2