The Malliavin calculus |
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| Authors: | Moshe Zakai |
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| Institution: | (1) Department of Electrical Engineering, Technion-Israel Institute of Technology, 32000 Haifa, Israel |
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| Abstract: | The paper presents a review of the calculus of functional derivatives introduced by Malliaving and the Malliavin technique for establishing the existence of a density for the probability law of Wiener functionals. The approach of Malliavin, Stroock and Shigekawa is compared with that of Bismut.The research was supported by the fund for the promotion of research at the Technion |
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| Keywords: | 60G30 60H10 60H99 58G32 |
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