Cover image for Malliavin calculus with applications to stochastic partial differential equations
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.
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