Coverart for item
The Resource Equations involving malliavin calculus operators : applications and numerical approximation, Tijana Levajković, Hermann Mena, (electronic book)

Equations involving malliavin calculus operators : applications and numerical approximation, Tijana Levajković, Hermann Mena, (electronic book)

Label
Equations involving malliavin calculus operators : applications and numerical approximation
Title
Equations involving malliavin calculus operators
Title remainder
applications and numerical approximation
Statement of responsibility
Tijana Levajković, Hermann Mena
Creator
Contributor
Author
Subject
Language
eng
Member of
Cataloging source
YDX
http://library.link/vocab/creatorName
Levajkovic, Tijana
Dewey number
519.2/2
Index
no index present
LC call number
QA274.2
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
Mena, Hermann
Series statement
SpringerBriefs in mathematics
http://library.link/vocab/subjectName
  • Stochastic differential equations
  • Malliavin calculus
Label
Equations involving malliavin calculus operators : applications and numerical approximation, Tijana Levajković, Hermann Mena, (electronic book)
Instantiates
Publication
Copyright
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Preface; Contents; 1 White Noise Analysis and Chaos Expansions; 1.1 Introduction; 1.2 Deterministic Background; 1.3 Spaces of Random Variables; 1.3.1 Gaussian White Noise Space; 1.3.2 Wiener-Itô Chaos Expansion of Random Variables; 1.3.3 Kondratiev Spaces; 1.3.4 Hilbert Space Valued Kondratiev Type Random Variables; 1.3.5 Wick Product; 1.3.6 Fractional Gaussian White Noise Space; 1.4 Stochastic Processes; 1.4.1 Chaos Expansion Representation of Stochastic Processes; 1.4.2 Schwartz Spaces Valued Stochastic Processes; 1.4.3 Fractional Operator mathcalM
  • 1.4.4 Multiplication of Stochastic Processes1.5 Operators; References; 2 Generalized Operators of Malliavin Calculus; 2.1 Introduction; 2.2 The Malliavin derivative ; 2.3 The Skorokhod Integral; 2.4 The Ornstein-Uhlenbeck Operator; 2.5 Properties of the Operators of Malliavin Calculus; 2.6 Fractional Operators of the Malliavin Calculus; References; 3 Equations Involving Mallivin Calculus Operators; 3.1 Introduction; 3.2 Equations with the Ornstein-Uhlenbeck Operator; 3.3 First Order Equation with the Malliavin Derivative Operator
  • 3.4 Nonhomogeneous Equation with the Malliavin Derivative Operator3.5 Wick-Type Equations Involving the Malliavin Derivative; 3.6 Integral Equation; References; 4 Applications and Numerical Approximation; 4.1 Introduction; 4.2 A Stochastic Optimal Control Problem in Infinite Dimensions; 4.2.1 State Equation with a Delta-Noise; 4.2.2 Random Coefficients; 4.2.3 Further Extensions; 4.3 Operator Differential Algebraic Equations; 4.3.1 Extension to Nonlinear Equations; 4.4 Stationary Equations; 4.5 A Fractional Optimal Control Problem; 4.6 Numerical Approximation; 4.6.1 Elliptic Equation
Dimensions
unknown
Extent
1 online resource.
Form of item
online
Isbn
9783319656786
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Specific material designation
remote
System control number
on1003106683
Label
Equations involving malliavin calculus operators : applications and numerical approximation, Tijana Levajković, Hermann Mena, (electronic book)
Publication
Copyright
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Preface; Contents; 1 White Noise Analysis and Chaos Expansions; 1.1 Introduction; 1.2 Deterministic Background; 1.3 Spaces of Random Variables; 1.3.1 Gaussian White Noise Space; 1.3.2 Wiener-Itô Chaos Expansion of Random Variables; 1.3.3 Kondratiev Spaces; 1.3.4 Hilbert Space Valued Kondratiev Type Random Variables; 1.3.5 Wick Product; 1.3.6 Fractional Gaussian White Noise Space; 1.4 Stochastic Processes; 1.4.1 Chaos Expansion Representation of Stochastic Processes; 1.4.2 Schwartz Spaces Valued Stochastic Processes; 1.4.3 Fractional Operator mathcalM
  • 1.4.4 Multiplication of Stochastic Processes1.5 Operators; References; 2 Generalized Operators of Malliavin Calculus; 2.1 Introduction; 2.2 The Malliavin derivative ; 2.3 The Skorokhod Integral; 2.4 The Ornstein-Uhlenbeck Operator; 2.5 Properties of the Operators of Malliavin Calculus; 2.6 Fractional Operators of the Malliavin Calculus; References; 3 Equations Involving Mallivin Calculus Operators; 3.1 Introduction; 3.2 Equations with the Ornstein-Uhlenbeck Operator; 3.3 First Order Equation with the Malliavin Derivative Operator
  • 3.4 Nonhomogeneous Equation with the Malliavin Derivative Operator3.5 Wick-Type Equations Involving the Malliavin Derivative; 3.6 Integral Equation; References; 4 Applications and Numerical Approximation; 4.1 Introduction; 4.2 A Stochastic Optimal Control Problem in Infinite Dimensions; 4.2.1 State Equation with a Delta-Noise; 4.2.2 Random Coefficients; 4.2.3 Further Extensions; 4.3 Operator Differential Algebraic Equations; 4.3.1 Extension to Nonlinear Equations; 4.4 Stationary Equations; 4.5 A Fractional Optimal Control Problem; 4.6 Numerical Approximation; 4.6.1 Elliptic Equation
Dimensions
unknown
Extent
1 online resource.
Form of item
online
Isbn
9783319656786
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Specific material designation
remote
System control number
on1003106683

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