02990nam0 2200553 i 450 VAN0012347020240806100813.613N978331965678620190920d2017 |0itac50 baengCH|||| |||||Equations Involving Malliavin Calculus OperatorsApplications and Numerical ApproximationTijana Levajković, Hermann MenaChamSpringer2017X, 132 p.ill.24 cm001VAN001025962001 SpringerBriefs in mathematics210 Berlin [etc.]Springer2011-VAN00235575Equations Involving Malliavin Calculus Operators156053334HxxControl problems including ordinary differential equations [MSC 2020]VANC022298MF35R60PDEs with randomness, stochastic partial differential equations [MSC 2020]VANC025169MF46N30Applications of functional analysis in probability theory and statistics [MSC 2020]VANC031458MF47D06One-parameter semigroups and linear evolution equations [MSC 2020]VANC020305MF49N10Linear-quadratic optimal control problems [MSC 2020]VANC022784MF60G20Generalized stochastic processes [MSC 2020]VANC021484MF60G22Fractional processes, including fractional Brownian motion [MSC 2020]VANC031469MF60HxxStochastic analysis [MSC 2020]VANC019765MF65J10Numerical solutions to equations with linear operators [MSC 2020]VANC022909MF93C20Control/observation systems governed by partial differential equations [MSC 2020]VANC022761MF93E20Optimal stochastic control [MSC 2020]VANC019946MFChaos expansionKW:KGeneralized stochastic processesKW:KMalliavin operatorsKW:KOperator differential algebraic equationsKW:KPartial differential equationsKW:KStochastic differential equationsKW:KStochastic optimal control problemsKW:KStochastic processesKW:KWhite noise analysisKW:KCHChamVANL001889LevajkovićTijanaVANV094894766808MenaHermannVANV094895766809Springer <editore>VANV108073650ITSOL20241115RICAhttp://doi.org/10.1007/978-3-319-65678-6E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00123470BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08DLOAD e-book 0638 08eMF638 20190920 Equations Involving Malliavin Calculus Operators1560533UNICAMPANIA