Title:
Malliavin calculus : with applications to stochastic partial differential equations
Author:
Sanz Sole, Marta, 1952, author.
ISBN:
9780429104312
Physical Description:
1 online resource (viii, 162 pages)
Series:
Fundamental sciences. Mathematics
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.
Electronic Access:
Click here to view.Copies:
Available:*
Library | Material Type | Item Barcode | Shelf Number | Status | Item Holds |
|---|---|---|---|---|---|
Searching... | E-Book | 538756-1001 | QA274.2 .S26 2005 | Searching... | Searching... |