Degenerate Stochastic Differential Equations and Hypoellipticity

Degenerate Stochastic Differential Equations and Hypoellipticity
Author :
Publisher : CRC Press
Total Pages : 134
Release :
ISBN-10 : 058224689X
ISBN-13 : 9780582246898
Rating : 4/5 (9X Downloads)

Book Synopsis Degenerate Stochastic Differential Equations and Hypoellipticity by : Denis Bell

Download or read book Degenerate Stochastic Differential Equations and Hypoellipticity written by Denis Bell and published by CRC Press. This book was released on 1996-05-15 with total page 134 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


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