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Malliavin Calculus With Applications to Stochastic Partial Differential Equations

Publisher: 
EPFL Press, distributed by CRC Press
Number of Pages: 
162
Price: 
84.95
ISBN: 
2-940222-06-1
Date Received: 
Tuesday, October 4, 2005
Reviewable: 
No
Include In BLL Rating: 
No
Reviewer Email Address: 
Marta Sanz-Solé
Series: 
Fundamental Sciences
Publication Date: 
2005
Format: 
Hardcover
Category: 
Monograph

 Introduction. Integration by Parts and Absolute Continuity of Probability Laws. Finite Dimensional Malliavin Calculus. The Basic Operators of Malliavin Calculus. Representation of Wiener Functionals. Criteria for Absolute Continuity and Smoothness of Probability Laws. Stochastic Partial Differential Equations driven by Spatially Homogenous Gaussian Noise. Malliavin Regularity of Solutions of SPDEs. Analysis of the Malliavin Matrix of Solutions of SPDEs. Definition of Spaces Used Throughout the Course.

Publish Book: 
Modify Date: 
Tuesday, October 4, 2005

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