Buch, Englisch, 128 Seiten, Format (B × H): 152 mm x 247 mm, Gewicht: 318 g
Reihe: Monographs and Surveys in Pure and Applied Mathematics
Buch, Englisch, 128 Seiten, Format (B × H): 152 mm x 247 mm, Gewicht: 318 g
Reihe: Monographs and Surveys in Pure and Applied Mathematics
ISBN: 978-0-582-24689-8
Verlag: Chapman and Hall/CRC
The main theme of this Monograph is the study of degenerate stochastic differential equations, considered as transformations of the Wiener measure, and their relationship with partial differential equations. The book contains an elementary derivation of Malliavin's integration by parts formula, a proof of the probabilistic form of Hormander's theorem, an extension of Hormander's theorem for infinitely degenerate differential operators, and criteria for the regularity of measures induced by stochastic
hereditary-delay equations.
Autoren/Hrsg.
Fachgebiete
- Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse
- Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
- Mathematik | Informatik Mathematik Stochastik Elementare Stochastik
- Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
- Mathematik | Informatik Mathematik Mathematische Analysis
Weitere Infos & Material
Preface
List of notations
Introduction
1. Background material
2. Regularity of measures induced by stochastic differential equations
3. The probabilistic form of Hormander's theorem
4. Infinitely degenerate hypoelliptic operators
5. Smooth densities for a class of stochastic functional equations
6. Generalized divergence operators and absolutely continuous transformations
References
