Stochastic Differential Equations: A Wiener Chaos Approach (Q5493560)

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scientific article; zbMATH DE number 5066275
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    Stochastic Differential Equations: A Wiener Chaos Approach
    scientific article; zbMATH DE number 5066275

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      Stochastic Differential Equations: A Wiener Chaos Approach (English)
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      23 October 2006
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      anticipating equations, generalized random elements, degenerate parabolic equations, Malliavin calculus, passive scalar equation, Skorohod integral, S-transform, weighted spaces
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