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)
Resource Information
The item Equations involving malliavin calculus operators : applications and numerical approximation, Tijana Levajković, Hermann Mena, (electronic book) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Liverpool.This item is available to borrow from 1 library branch.
Resource Information
The item Equations involving malliavin calculus operators : applications and numerical approximation, Tijana Levajković, Hermann Mena, (electronic book) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Liverpool.
This item is available to borrow from 1 library branch.
- Language
- eng
- Extent
- 1 online resource.
- 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
- Isbn
- 9783319656786
- 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
- Language
- eng
- 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)
- 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)
- 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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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.liverpool.ac.uk/portal/Equations-involving-malliavin-calculus-operators/REG3mQ-TbWs/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.liverpool.ac.uk/portal/Equations-involving-malliavin-calculus-operators/REG3mQ-TbWs/">Equations involving malliavin calculus operators : applications and numerical approximation, Tijana Levajković, Hermann Mena, (electronic book)</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.liverpool.ac.uk/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.liverpool.ac.uk/">University of Liverpool</a></span></span></span></span></div>
