- In
probability theory and
related fields,
Malliavin calculus is a set of
mathematical techniques and
ideas that
extend the
mathematical field of calculus...
- Paul
Malliavin (French: [maljavɛ̃];
September 10, 1925 – June 3, 2010) was a
French mathematician who made
important contributions to
harmonic analysis...
- also
different notions of "derivative" with
respect to
Brownian motion:
Malliavin calculus provides a
theory of
differentiation for
random variables defined...
- \delta } is the
adjoint of the
Malliavin derivative,
which is
fundamental to the
stochastic calculus of
variations (
Malliavin calculus); δ {\displaystyle...
- In mathematics, the
Malliavin derivative is a
notion of
derivative in the
Malliavin calculus. Intuitively, it is the
notion of
derivative appropriate...
-
stochastic calculus are the Itô
calculus and its
variational relative the
Malliavin calculus. For
technical reasons the Itô
integral is the most
useful for...
- Marie-Paule
Malliavin, née Brameret, (1935 in
Mahdia – 25
September 2019 in Paris) was a
French mathematician who
specialised in the
field of algebra...
- specifically, in
measure theory —
Malliavin's absolute continuity lemma is a
result due to the
French mathematician Paul
Malliavin that
plays a
foundational rôle...
-
Analysis is a
mathematics journal published by Elsevier.
Founded by Paul
Malliavin,
Ralph S. Phillips, and
Irving Segal, its editors-in-chief are, as of...
-
semimartingale and the
stochastic development by the so-called Eells-Elworthy-
Malliavin construction. The
latter is a
generalisation of a
horizontal lift of smooth...
