Marta Sanz-Sole – författare
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3 produkter
Malliavin Calculus with Applications to Stochastic Partial Differential Equations
E-bok, 2005
762 kr
Lägg i varukorg
Developed in the 1970s to study the existence and smoothness of density for the probability laws of random vectors, Malliavin calculus--a stochastic calculus of variation on the Wiener space--has proven fruitful in many problems in probability theory, particularly in probabilistic numerical methods …
Stochastic Partial Differential Equations, Space-Time White Noise and Random Fields
Av Robert C. Dalang, Marta Sanz-Solé
Inbunden, 2026
552 kr
Lägg i varukorg
This open access book provides a comprehensive introduction to the theory of stochastic partial differential equations (SPDEs). The focus is on SPDEs driven by Gaussian space-time white noise. The book covers both linear and nonlinear SPDEs, with Lipschitz and locally Lipschitz coefficients and …
Malliavin Calculus with Applications to Stochastic Partial Differential Equations
Inbunden, 2005
909 kr
Tillfälligt slut
Developed in the 1970s to study the existence and smoothness of density for the probability laws of random vectors, Malliavin calculus--a stochastic calculus of variation on the Wiener space--has proven fruitful in many problems in probability theory, particularly in probabilistic numerical methods …