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Advanced calculus available for download and read online in other formats. The malliavin calculus is an in nitedimensional di erential calculus on the wiener space, that was rst introduced by paul malliavin in the 70s, with the aim of giving a probabilistic proof of h ormanders theorem. Furthermore, the index of applications at the back of the book provides students and instruc tors with a comprehensive list of the many different fields. Large selection and many more categories to choose from. This theory was then further developed, and since then, many new applications of this calculus have appeared.
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