Degenerate Stochastic Differential Equations and Hypoellipticity
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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.
LF/381527/R
Характеристики
- ФИО Автора
- Bell
Denis - Язык
- Английский
- Серия
- Pitman Monographs and Surveys in Pure and Applied Mathematics
- ISBN
- 9780582246898
- Дата выхода
- 1995
- Том
- 79
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