TY  - BOOK
AU  - Sanz Sol�e,Marta
TI  - Malliavin calculus: with applications to stochastic partial differential equations 
T2  - Fundamental sciences. Mathematics
SN  - 9780849340307
PY  - 2005///
CY  - Lausanne, Switzerland
PB  - EPFL Press
KW  - Malliavin calculus
KW  - Stochastic partial differential equations
N1  - 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
ER  -