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Stochastic Analysis: A Series of Lectures

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Cover of 'Stochastic Analysis: A Series of Lectures'

Table of Contents

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    Book Overview
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    Chapter 1 An Introduction to Infinite-dimensional Oscillatory and Probabilistic Integrals
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    Chapter 2 Stochastic Lagrangian Flows and the Navier–Stokes Equations
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    Chapter 3 Integration by Parts Formulas and Regularity of Probability Laws
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    Chapter 4 Stochastic Porous Media Equations
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    Chapter 5 Stochastic Incompressible Euler Equations in a Two-dimensional Domain
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    Chapter 6 Stochastic Geometric Wave Equations
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    Chapter 7 Reflections on Reflections
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    Chapter 8 A Stochastic View over the Open Problem of Well-posedness for the 3D Navier–Stokes Equations
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    Chapter 9 A Short Course on Weak Approximations for Lévy Driven SDE’s
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    Chapter 10 Stochastic PDE from the Point of View of Particle Systems and Duality
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    Chapter 11 Stochastic Integration in Banach Spaces – a Survey
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    Chapter 12 Stochastic Partial Differential Equations with Lévy Noise (a Few Aspects)
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    Chapter 13 The Research Program of Stochastic Deformation (with a View Toward Geometric Mechanics)
Attention for Chapter 3: Integration by Parts Formulas and Regularity of Probability Laws
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Citations

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Chapter title
Integration by Parts Formulas and Regularity of Probability Laws
Chapter number 3
Book title
Stochastic Analysis: A Series of Lectures
Published by
Birkhäuser, Basel, January 2015
DOI 10.1007/978-3-0348-0909-2_3
Book ISBNs
978-3-03-480908-5, 978-3-03-480909-2
Authors

Vlad Bally

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Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 1 Mendeley reader of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 1 100%

Demographic breakdown

Readers by professional status Count As %
Professor > Associate Professor 1 100%
Readers by discipline Count As %
Mathematics 1 100%

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