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DOVER PUBLICATIONS Malliavin Calculus by DENIS R. BELL
This introductory text presents detailed accounts of the different forms of the theory developed by Stroock and Bismut, discussions of the relationship between these two approaches, and a variety of applications. 1987 edition. PrefaceIntroduction1. Background material2. The functional analytic approach3. The variational approach4. An elementary derivation of Malliavin’s inequalities5. A discussion of the different forms of the theory6. Non-degeneracy of the covariance matrix under Hörmander’s condition7. Some further applications of the Malliavin calculusReferencesIndex