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| 书名： | Malliavin Calculus with Applications to Stochastic Partial Differential Equations | |
|---|---|---|
| 作者： | Marta Sanz-Solé | |
| 出版时间： | 2005-01-01 | |
| ISBN： | 9780849340307(P-ISBN) ，9781439818947(E-ISBN) | |
| 摘要： | ||
| 摘要： | ||
书目详情：
ContentsChapter 1. Integration by Parts and Absolute Continuity of Probability LawsChapter 2. Finite Dimensional Malliavin CalculusChapter 3. The Basic Operators of Malliavin CalculusChapter 4. Representation of Wiener FunctionalsChapter 5. Criteria for Absolute Continuity and Smoothness of Probability LawsChapter 6. Stochastic Partial Differential Equations Driven by Spatially Homogeneous Gaussian NoiseChapter 7. Malliavin Regularity of Solutions of SPDE'sChapter 8. Analysis of the Malliavin Matrix of Solutions of SPDE'sDefinitions of spacesBibliography
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