02979nam0 2200553 i 450 VAN012347020230703015221.667N978331965678620190920d2017 |0itac50 baengCH|||| |||||Equations Involving Malliavin Calculus OperatorsApplications and Numerical ApproximationTijana Levajković, Hermann MenaChamSpringer2017X, 132 p.ill.24 cm001VAN01025962001 SpringerBriefs in mathematics210 Berlin [etc.]SpringerVAN0235575Equations Involving Malliavin Calculus Operators156053360HxxStochastic analysis [MSC 2020]VANC019765MF93E20Optimal stochastic control [MSC 2020]VANC019946MF47D06One-parameter semigroups and linear evolution equations [MSC 2020]VANC020305MF60G20Generalized stochastic processes [MSC 2020]VANC021484MF34HxxControl problems including ordinary differential equations [MSC 2020]VANC022298MF93C20Control/observation systems governed by partial differential equations [MSC 2020]VANC022761MF49N10Linear-quadratic optimal control problems [MSC 2020]VANC022784MF65J10Numerical solutions to equations with linear operators [MSC 2020]VANC022909MF35R60PDEs with randomness, stochastic partial differential equations [MSC 2020]VANC025169MF46N30Applications of functional analysis in probability theory and statistics [MSC 2020]VANC031458MF60G22Fractional processes, including fractional Brownian motion [MSC 2020]VANC031469MFChaos 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>VANV108073650ITSOL20240614RICAhttp://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-CE0120VAN08NVAN0123470BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 0638 08eMF638 20190920 Equations Involving Malliavin Calculus Operators1560533UNICAMPANIA