Equations Involving Malliavin Calculus Operators

Beschreibung

Friendly approach for solving stochastic equations with singular data
Novel applications of operators of the Malliavin calculus
From theoretical to numerical results of SPDEs with singular data
Friendly approach for solving stochastic equations with singular data Novel applications of operators of the Malliavin calculus From theoretical to numerical results of SPDEs with singular data Includes supplementary material: sn.pub/extras

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Tijana Levajković

Themen in »Equations Involving Malliavin Calculus Operators«

stochastic processes generalized stochastic processes stochastic differential equations Malliavin operators white noise analysis chaos expansion stochastic optimal control problems operator differential algebraic equations partial differential equations

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“This book aims to give a unified introduction to stochasatic differential equations involving Malliavin calculus operators. The intended audience is that of researchers and graduate students interested in stochastic partial differential equations and related fields.” (John Masson Noble, Mathematical Reviews, June, 2018)
“The intended audience are researchers and graduate students interested in stochastic partial differential equations and related fields. This book is self-contained for readers familiar with white noise analysis and Malliavin calculus.” (Yuliya S. Mishura, zbMATH 1388.60007, 2018)

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