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
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
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