Sanz-Sole, M: Malliavin Calculus with Applications to Stocha With Applications to Stochastic Partial Differential Equations
Fr. 132.00
inkl. gesetzl. MwSt.,
Beschreibung
Produktdetails
Einband
Gebundene Ausgabe
Erscheinungsdatum
17.08.2005
Verlag
Taylor & FrancisSeitenzahl
150
Maße (L/B/H)
24.8/16.4/1.9 cm
Gewicht
554 g
Sprache
Englisch
ISBN
978-0-8493-4030-7
Presented in a comprehensive way, Malliavin Calculus with Applications to Stochastic Partial Differential Equations describes applications of Malliavin calculus to the analysis of probability laws of solutions of stochastic partial differential equations, driven by Gaussian noises that are white in time and colored in space. The text begins with an introduction to this type of calculus based on a general Gaussian space, from finite-dimensional to infinite-dimensional settings. The book later presents applications to stochastic partial differential equations based on current research, supplemented by comments concerning the origin of the work developed within and its references.
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