ENGLISH

Degenerate Stochastic Differential Equations and Hypoellipticity

By Denis R. Bell

Book information

Publisher
CRC Press
Year
1996
ISBN
9780582246898, 058224689X
Language
english
Format
PDF
Filesize
6 MB (6342091 bytes)
Pages
128\125
Time added
2022-01-06 02:45:44

Description

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. 6 ページ 8 ページ 10 ページ 12 ページ 15 ページ 37 ページ 58 ページ 70 ページ 89 ページ 109 ページ 123 ページ

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