Malliavin calculus with applications to stochastic partial differential equations Marta Sanz-Solé. Fundamental sciences.

Sanz Solé, Martane:

ISBN 10: 2940222061 / ISBN 13: 9782940222063

Published by Lausanne, EPFL Press [2005]., 2005

About this Item

Ex-library with stamp and library-signature. GOOD condition, some traces of use. Ancien Exemplaire de bibliothèque avec signature et cachet. BON état, quelques traces d'usure. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. 60 SAN 9782940222063 Sprache: Englisch Gewicht in Gramm: 550.

Seller Inventory # 2509280

Bibliographic Details

• Title: Malliavin calculus with applications to stochastic partial differential equations Marta Sanz-Solé. Fundamental sciences.
• Publisher: Lausanne, EPFL Press [2005].
• Publication Date: 2005
• Language: English
• ISBN 10: 2940222061
• ISBN 13: 9782940222063
• Binding: Hardcover
• Weight: 550 grams
• Seller catalogs:
  • SA MATHEMATIK

About this title

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.