Malliavin calculus : with applications to stochastic partial differential equations /: with applications to stochastic partial differential equations. (2005)

• Record Type: Book
• Further Information: Note: Marta Sanz-Solé.
• Other Names: Sanz Solé, Marta, 1952-
• 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.
• Publisher Details: Lausanne, Switzerland Boca Raton, FL : EPFL Press Distributed by CRC Press
• Publication Date: 2005
• Extent: 1 online resource (viii, 162 pages)
• Subjects: 519.2; Malliavin calculus; Stochastic partial differential equations; Malliavin, Calcul de; Équations aux dérivées partielles stochastiques; MATHEMATICS -- Probability & Statistics -- General; Malliavin calculus; Stochastic partial differential equations; Stochastische analyse; Functionaalintegratie; Malliavin-Kalkül; Electronic books
• Languages: English
• ISBNs: 9781439818947; 1439818940; 9782940222063; 2940222061; 1282109227; 9781282109223
• Related ISBNs: 9780849340307; 0849340306; 2940222061
• Notes: Note: Includes bibliographical references (pages 155-160) and index.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.