000799703 000__ 03458cam\a2200505Ki\4500
000799703 001__ 799703
000799703 005__ 20230306143451.0
000799703 006__ m\\\\\o\\d\\\\\\\\
000799703 007__ cr\un\nnnunnun
000799703 008__ 170906s2017\\\\sz\\\\\\ob\\\\000\0\eng\d
000799703 019__ $$a1003205362$$a1003251642
000799703 020__ $$a9783319656786$$q(electronic book)
000799703 020__ $$a3319656783$$q(electronic book)
000799703 020__ $$z9783319656779
000799703 020__ $$z3319656775
000799703 035__ $$aSP(OCoLC)on1003106683
000799703 035__ $$aSP(OCoLC)1003106683$$z(OCoLC)1003205362$$z(OCoLC)1003251642
000799703 040__ $$aYDX$$beng$$erda$$cYDX$$dN$T$$dEBLCP$$dGW5XE$$dN$T$$dOCLCF$$dSTF
000799703 049__ $$aISEA
000799703 050_4 $$aQA274.2
000799703 08204 $$a519.2/2$$223
000799703 1001_ $$aLevajkovic, Tijana,$$eauthor.
000799703 24510 $$aEquations involving malliavin calculus operators :$$bapplications and numerical approximation /$$cTijana Levajković, Hermann Mena.
000799703 264_1 $$aCham, Switzerland :$$bSpringer,$$c[2017].
000799703 264_4 $$c©2017
000799703 300__ $$a1 online resource.
000799703 336__ $$atext$$btxt$$2rdacontent
000799703 337__ $$acomputer$$bc$$2rdamedia
000799703 338__ $$aonline resource$$bcr$$2rdacarrier
000799703 4901_ $$aSpringerBriefs in mathematics
000799703 504__ $$aIncludes bibliographical references.
000799703 5050_ $$aPreface; 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
000799703 5058_ $$a1.4.4 Multiplication of Stochastic Processes1.5 Operators; References; 2 Generalized Operators of Malliavin Calculus; 2.1 Introduction; 2.2 The Malliavin derivative ; 2.3 The Skorokhod Integral; 2.4 The Ornstein-Uhlenbeck Operator; 2.5 Properties of the Operators of Malliavin Calculus; 2.6 Fractional Operators of the Malliavin Calculus; References; 3 Equations Involving Mallivin Calculus Operators; 3.1 Introduction; 3.2 Equations with the Ornstein-Uhlenbeck Operator; 3.3 First Order Equation with the Malliavin Derivative Operator
000799703 5058_ $$a3.4 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
000799703 506__ $$aAccess limited to authorized users.
000799703 588__ $$aDescription based on print version record.
000799703 650_0 $$aStochastic differential equations.
000799703 650_0 $$aMalliavin calculus.
000799703 7001_ $$aMena, Hermann,$$eauthor.
000799703 77608 $$iPrint version:$$z9783319656779$$z3319656775$$w(OCoLC)994639653
000799703 830_0 $$aSpringerBriefs in mathematics.
000799703 852__ $$bebk
000799703 85640 $$3SpringerLink$$uhttps://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-3-319-65678-6$$zOnline Access$$91397441.1
000799703 909CO $$ooai:library.usi.edu:799703$$pGLOBAL_SET
000799703 980__ $$aEBOOK
000799703 980__ $$aBIB
000799703 982__ $$aEbook
000799703 983__ $$aOnline
000799703 994__ $$a92$$bISE