Malliavin calculus : with applications to stochastic partial differential equations / Marta Sanz-Sol�e.
Material type:
TextSeries: Fundamental sciences. Mathematics.Publication details: Lausanne, Switzerland : EPFL Press, 2005.Description: viii, 162 p. ; [ca. 23-29] cmISBN: - 9780849340307
- Also available as an electronic resource.
| 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 |
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| 519.2 Sa121 Probabilistic methods in combinatorial analysis | 519.2 Sa131 Introduction to probability statistics & R: foundations for data-based sciences/ | 519.2 Sa187 Stochastic modeling and mathematical statistics : | 519.2 Sa238 Malliavin calculus : | 519.2 Sa252 Perspectives in mathematical sciences I | 519.2 Sa252 Perspectives in mathematical sciences I | 519.2 Sa252 Perspectives in mathematical sciences I |
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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