Malliavin Calculus and Stochastic Analysis

Table of Contents

1. Altmetric Badge
   Book Overview
2. Altmetric Badge
   Chapter 1 An Application of Gaussian Measures to Functional Analysis
3. Altmetric Badge
   Chapter 2 Stochastic Taylor Formulas and Riemannian Geometry
4. Altmetric Badge
   Chapter 3 Local Invertibility of Adapted Shifts on Wiener Space and Related Topics
5. Altmetric Badge
   Chapter 4 Dilation Vector Field on Wiener Space
6. Altmetric Badge
   Chapter 5 The Calculus of Differentials for the Weak Stratonovich Integral
7. Altmetric Badge
   Chapter 6 Large Deviations for Hilbert-Space-Valued Wiener Processes: A Sequence Space Approach
8. Altmetric Badge
   Chapter 7 Stationary Distributions for Jump Processes with Inert Drift
9. Altmetric Badge
   Chapter 8 An Ornstein-Uhlenbeck-Type Process Which Satisfies Sufficient Conditions for a Simulation-Based Filtering Procedure
10. Altmetric Badge
    Chapter 9 Escape Probability for Stochastic Dynamical Systems with Jumps
11. Altmetric Badge
    Chapter 10 On the Stochastic Navier–Stokes Equation Driven by Stationary White Noise
12. Altmetric Badge
    Chapter 11 Malliavin Calculus and Stochastic Analysis
13. Altmetric Badge
    Chapter 12 Generalized Stochastic Heat Equations
14. Altmetric Badge
    Chapter 13 Gaussian Upper Density Estimates for Spatially Homogeneous SPDEs
15. Altmetric Badge
    Chapter 14 Stationarity of the Solution for the Semilinear Stochastic Integral Equation on the Whole Real Line
16. Altmetric Badge
    Chapter 15 A Strong Approximation of Subfractional Brownian Motion by Means of Transport Processes
17. Altmetric Badge
    Chapter 16 Malliavin Calculus for Fractional Heat Equation
18. Altmetric Badge
    Chapter 17 Malliavin Calculus and Stochastic Analysis
19. Altmetric Badge
    Chapter 18 Gradient Bounds for Solutions of Stochastic Differential Equations Driven by Fractional Brownian Motions
20. Altmetric Badge
    Chapter 19 Parameter Estimation for Fractional Ornstein–Uhlenbeck Processes with Discrete Observations
21. Altmetric Badge
    Chapter 20 The Effect of Competition on the Height and Length of the Forest of Genealogical Trees of a Large Population
22. Altmetric Badge
    Chapter 21 Linking Progressive and Initial Filtration Expansions
23. Altmetric Badge
    Chapter 22 A Malliavin Calculus Approach to General Stochastic Differential Games with Partial Information
24. Altmetric Badge
    Chapter 23 Asymptotics for the Length of the Longest Increasing Subsequence of a Binary Markov Random Word
25. Altmetric Badge
    Chapter 24 A Short Rate Model Using Ambit Processes
26. Altmetric Badge
    Chapter 25 Parametric Regularity of the Conditional Expectations via the Malliavin Calculus and Applications