and related fields, Malliavin calculus is a set of mathematical techniques and ideas that extend the mathematical field of calculus of variations from...

The main flavours of stochastic calculus are the Itô calculus and its variational relative the Malliavin calculus. For technical reasons the Itô integral...

analysis and stochastic analysis. He is known for the Malliavin calculus, an infinite dimensional calculus for functionals on the Wiener space and his probabilistic...

different notions of "derivative" with respect to Brownian motion: Malliavin calculus provides a theory of differentiation for random variables defined...

called infinitesimal calculus or "the calculus of infinitesimals", it has two major branches, differential calculus and integral calculus. The former concerns...

is the adjoint of the Malliavin derivative, which is fundamental to the stochastic calculus of variations (Malliavin calculus); δ {\displaystyle \delta...

In mathematics, tensor calculus, tensor analysis, or Ricci calculus is an extension of vector calculus to tensor fields (tensors that may vary over a...

addition to the Ito calculus, Paul Malliavin developed in the 1970s a "stochastic calculus of variations", now known as the Malliavin calculus. It turned out...

on the Gaussian white noise probability space, to be compared with Malliavin calculus based on the Wiener process. It was initiated by Takeyuki Hida in...

Multivariable calculus (also known as multivariate calculus) is the extension of calculus in one variable to calculus with functions of several variables:...