Equations Involving Malliavin Calculus Operators Applications and Numerical Approximation

Sale price  $53.99 Regular price $59.99

Equations Involving Malliavin Calculus Operators Applications and Numerical Approximation

Sale price  $53.99 Regular price $59.99

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SpringerBriefs in Mathematics

Equations Involving Malliavin Calculus Operators

Applications and Numerical Approximation

Tijana Levajković | Hermann Mena

Mathematics / Probability & Statistics / General

Friendly approach for solving stochastic equations with singular dataNovel applications of operators of the Malliavin calculus
From theoretical to numerical results of SPDEs with singular data

Tijana Levajković is currently a postdoctoral researcher at the at the Department of Mathematics, University of Innsbruck. Her main research interests are in the fields of functional and stochastic analysis, particularly in infinite dimensional stochastic analysis, white noise analysis, Maliavin calculus, generalized stochastic processes, stochastic partial differential equations, algebras of generalized functions and optimal control.

Hermann Mena is professor at Yachay Tech, Ecuador. He also has an affiliation at the Department of Mathematics of Univeristy of Innsbruck, Austria. His research interests include applied mathematics, numerical analysis and optimal control. Particularly, deterministic and stochastic optimal control theory, numerical methods for optimal control problems and uncertainty quantification.


Publication Date: 11 September 2017
Publisher: Springer International Publishing
Imprint: Springer
ISBN-13: 9783319656779
Format: Paperback softback
Page Count: 132

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