Main Degenerate Stochastic Differential Equations and Hypoellipticity
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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.
Request Code : ZLIBIO3306111
Categories:
Year:
1996
Publisher:
CRC Press
Language:
English
Pages:
128
ISBN 10:
058224689X
ISBN 13:
9780582246898
ISBN:
9780582246898,058224689X

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