Numerical methods for SDEs with additive noise and distributional drift: strong and weak error rates
By Elena Issoglio
The Gibbs measure of the renormalized two dimensional stochastic Gross-Pitaevskii equation
By Anne de Bouard
Appears in collections : Sub-Riemannian manifolds : from geodesics to hypoelliptic diffusion / Géométrie sous-riemannienne : des géodésiques aux diffusions hypoelliptiques, Sub-Riemannian manifolds : from geodesics to hypoelliptic diffusion / Géométrie sous-riemannienne : des géodésiques aux diffusions hypoelliptiques
We discuss hypoelliptic and subelliptic diffusions; the lectures include the following topics: Malliavin calculus; Hormander's theorem; smoothness of transition probabilities under Hormander's brackets condition; control theory and Stroock-Varadhan's support theorems; hypoelliptic heat kernel estimates; gradient estimates and Harnack type inequalities for subelliptic diffusion semi-groups; notions of curvature related to sub-Riemannian diffusions.