The Malliavin derivative is a fundamental concept in stochastic analysis, specifically in the theory of stochastic calculus, particularly in the context of the Malliavin calculus. This calculus is used to analyze the properties of random variables defined on a probability space, which can be influenced by stochastic processes like Brownian motion. ### Key Features of the Malliavin Derivative: 1. **Definition**: The Malliavin derivative is an operator that allows the differentiation of random variables with respect to a Wiener process.
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