Malliavin Calculus with Applicationsto Stochastic Partial Differential Equations

Marta SANZ-SOL

Malliavin Calculus with Applicationsto Stochastic Partial Differential Equations

Marta SANZ-SOL

Distributed for EPFL Press

178 pages | 6 1/4 x 9 1/2
Paper $110.00 ISBN: 9782940222063 Will Publish April 2021
Contents
Integration by Parts and Absolute Continuity of Probability Laws // Finite Dimensional Malliavin Calculus // The Basic Operators of Malliavin Calculus // Representation of Wiener Functionals // _x0003_Criteria for Absolute Continuity // Stochastic Partial Differential // Equations Driven by Spatially Homogeneous Gaussian Noise // Malliavin Regularity of Solutions of SPDE’s // Analysis of the Malliavin Matrix of Solutions of the SPDE’s // Definitions of spaces
For more information, or to order this book, please visit https://press.uchicago.edu
Google preview here