Malliavin calculus : with applications to stochastic partial differential equations.
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| Author / Creator: | Sanz Solé, Marta, 1952- |
|---|---|
| Edition: | 1st ed. |
| Imprint: | Lausanne, Switzerland : EPFL Press ; Boca Raton, FL : Distributed by CRC Press, c2005. |
| Description: | viii, 162 p. ; 25 cm. |
| Language: | English |
| Series: | Fundamental sciences : mathematics |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/5789366 |
Table of 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.
