Equations Involving Malliavin Calculus Operators : Applications and Numerical Approximation / Tijana Levajković, Hermann Mena

• Record Nr.: UNICAMPANIAVAN0123470
• Autore: Levajković, Tijana
• Pubbl/distr/stampa: Cham, : Springer, 2017
• Titolo uniforme: Equations Involving Malliavin Calculus Operators
• Descrizione fisica: X, 132 p. : ill. ; 24 cm
• Altri autori (Persone): Mena, Hermann
• Soggetti: 60Hxx - Stochastic analysis [MSC 2020]; 93E20 - Optimal stochastic control [MSC 2020]; 47D06 - One-parameter semigroups and linear evolution equations [MSC 2020]; 60G20 - Generalized stochastic processes [MSC 2020]; 34Hxx - Control problems including ordinary differential equations [MSC 2020]; 93C20 - Control/observation systems governed by partial differential equations [MSC 2020]; 49N10 - Linear-quadratic optimal control problems [MSC 2020]; 65J10 - Numerical solutions to equations with linear operators [MSC 2020]; 35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020]; 46N30 - Applications of functional analysis in probability theory and statistics [MSC 2020]; 60G22 - Fractional processes, including fractional Brownian motion [MSC 2020]
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia