Source: wikibot/malliavin-s-absolute-continuity-lemma
= Malliavin's absolute continuity lemma
{wiki=Malliavin's_absolute_continuity_lemma}
Malliavin's absolute continuity lemma is a result in stochastic calculus, specifically in the context of the Malliavin calculus, which is a mathematical framework for analyzing the differentiability of functionals of stochastic processes. The lemma deals with the absolute continuity of probability measures on Banach spaces concerning the Malliavin derivative.