The origin of this book lies in an invitation to give a series of lectures on Malliavin calculus at the Probability Seminar of Venezuela, in April 1985. The con

This textbook offers a compact introductory course on Malliavin calculus, an active and powerful area of research. It covers recent applications, including dens

This book is an introduction to Malliavin calculus as a generalization of the classical non-anticipating Ito calculus to an anticipating setting. It presents th

This volume presents an introductory course on differential stochastic equations and Malliavin calculus. The material of the book has grown out of a series of c

The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the