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Malliavin calculus : with applications to stochastic partial differential equations / Marta Sanz-Sol�e.

By: Material type: TextTextSeries: Fundamental sciences. Mathematics.Publication details: Lausanne, Switzerland : EPFL Press, 2005.Description: viii, 162 p. ; [ca. 23-29] cmISBN:
  • 9780849340307
Subject(s): Available additional physical forms:
  • Also available as an electronic resource.
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.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 519.2 Sa238 (Browse shelf(Opens below)) Available 129768
Total holds: 0

Includes bibliographical references (p. [155]-160) and index.

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.

Also available as an electronic resource.

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