Malliavin calculus with applications to stochastic partial differential equations

Title:

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.

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