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Degenerate Stochastic Differential Equations and Hypoellipticity 1st edition
Denis Bell
Degenerate Stochastic Differential Equations and Hypoellipticity 1st edition
Denis Bell
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.
128 pages
Media | Books Hardcover Book (Book with hard spine and cover) |
Released | May 15, 1996 |
ISBN13 | 9780582246898 |
Publishers | Taylor and Francis |
Pages | 128 |
Dimensions | 317 g |
Language | English |