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Malliavin calculus : with applications to stochastic partial differential equations /

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Bibliographic Details
Main Author: Sanz Sole, Marta, 1952 (Author)
Corporate Author: Taylor & Francis
Format: eBook
Language:English
Published: Lausanne, Switzerland : EPFL Press, 2005.
Series:Fundamental sciences. Mathematics.
Subjects:
Malliavin calculus.
Stochastic partial differential equations.
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • chapter 1. Integration by parts and absolute continuity of probability laws
  • chapter 2. Finite dimensional Malliavin calculus
  • chapter 3. The basic operators of Malliavin calculus
  • chapter 4. Representation of Wiener functionals
  • chapter 5. Criteria for absolute continuity and smoothness of probability laws
  • chapter 6. Stochastic partial differential equations driven by spatially homogeneous gaussian noise
  • chapter 7. Malliavin regularity of solutions of SPDE's
  • chapter 8. Analysis of the Malliavin matrix of solutions of SPDE's.