Malliavin Calculus with Applications to Stochastic Partial Differential Equations

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Presented in a comprehensive way, Malliavin Calculus with Applications to Stochastic Partial Differential Equations describes applications of Malliavin calculus to the analysis of probability laws of solutions of stochastic partial differential equations, driven by Gaussian noises that are white in time and colored in space. The text begins with an introduction to this type of calculus based on a general Gaussian space, from finite-dimensional to infinite-dimensional settings. The book later presents applications to stochastic partial differential equations based on current research, supplemented by comments concerning the origin of the work developed within and its references.