Degenerate Stochastic Differential Equations and Hypoellipticity

Front Cover
CRC Press, May 15, 1996 - Mathematics - 128 pages
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.
 

What people are saying - Write a review

We haven't found any reviews in the usual places.

Contents

Background material
4
Regularity of measures induced by stochastic
26
The probabilistic form of Hörmanders theorem
47
Copyright

Other editions - View all

Common terms and phrases

About the author (1996)

Bell\, Denis

Bibliographic information