Malliavin Calculus with Applicationsto Stochastic Partial Differential Equations - Softcover

Sanz-Sole, Marta

 
9782940222063: Malliavin Calculus with Applicationsto Stochastic Partial Differential Equations

Synopsis

This book presents some applications of Malliavin calculus to stochastic partial differential equations driven by Gaussian noises. The first five chapters are devoted to an introduction of the calculus itself, based on a general Gaussian space. In the last chapters of the book, recent research on regularity of the solution of stochastic partial differential equations, and the existence and smoothness of their probability laws, are discussed.

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Other Popular Editions of the Same Title

9780849340307: Malliavin Calculus with Applications to Stochastic Partial Differential Equations

Featured Edition

ISBN 10:  0849340306 ISBN 13:  9780849340307
Publisher: EPFL Press, 2005
Hardcover