Degenerate Stochastic Differential Equations and...

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Degenerate Stochastic Differential...

Degenerate Stochastic Differential Equations and Hypoellipticity

Name: Degenerate Stochastic Differential Equations and Hypoellipticity
ISBN: 9780582246898

Bell, Denis

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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.

カテゴリー:

Mathematics

巻:

年:

1995

版:

1st

出版社:

Chapman and Hall/CRC

言語:

english

ページ: