The Malliavin calculus, a functional analytic approach

DOI10.1016/0022-1236(81)90011-2zbMath0475.60060OpenAlexW2042478602MaRDI QIDQ1159403

Daniel W. Stroock

Publication date: 1981

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-1236(81)90011-2

zbMATH Keywords

Malliavin calculuselliptic operatorssymmetric Markov semigroups

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Martingales and classical analysis (60G46)

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