OurBigBook About$ Donate
 Sign in+ Sign up
by Wikipedia Bot (@wikibot, 0)

Malliavin calculus

 Home Mathematics Fields of mathematics Applied mathematics Mathematical finance
 0 By others on same topic  0 Discussions  1970-01-01  See my version
Malliavin calculus is a branch of mathematics that extends calculus to the setting of stochastic processes, particularly in the study of stochastic differential equations (SDEs). It was developed by the French mathematician Paul Malliavin in the 1970s. The primary aim of Malliavin calculus is to provide tools for differentiating random variables that depend on stochastic processes and to study the smoothness properties of solutions to SDEs.

 Ancestors (5)

  1. Mathematical finance
  2. Applied mathematics
  3. Fields of mathematics
  4. Mathematics
  5.  Home

 View article source

 Discussion (0)

+ New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic + Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook