Malliavin calculus with applications to stochastic partial differential equations
by
 
Sanz Sol,̌ Marta, 1952-

Title
: 
Malliavin calculus with applications to stochastic partial differential equations

Author
: 
Sanz Sol,̌ Marta, 1952-

ISBN
: 
9781439818947

Publication Information
: 
Lausanne, Switzerland : EPFL Press, 2005.

Physical Description
: 
viii, 162 p.

Series
: 
Fundamental sciences. Mathematics

Series Title
: 
Fundamental sciences. Mathematics

Contents
: 
ch. 1. Integration by parts and absolute continuity of probability laws -- ch. 2. Finite dimensional Malliavin calculus -- ch. 3. The basic operators of Malliavin calculus -- ch. 4. Representation of Wiener functionals -- ch. 5. Criteria for absolute continuity and smoothness of probability laws -- ch. 6. Stochastic partial differential equations driven by spatially homogeneous gaussian noise -- ch. 7. Malliavin regularity of solutions of SPDE's -- ch. 8. Analysis of the Malliavin matrix of solutions of SPDE's.

Subject Term
: 
Malliavin calculus.
 
Stochastic partial differential equations.

Electronic Access
: 
Distributed by publisher. Purchase or institutional license may be required for access.


LibraryMaterial TypeItem BarcodeShelf Number[[missing key: search.ChildField.HOLDING]]Status
Online LibraryE-Book287904-1001ONLINEElektronik Kütüphane