Analysis of functions on the finite dimensional Euclidean space with respect to the Lebesgue measure is fundamental in mathematics. The extension to infinite dimension is a great challenge due to the
"Several approaches have been used to develop the concept of stochastic calculus for fBm. The purpose of this book is to present a comprehensive account of the different definitions of stochastic inte
The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the core mathematical discipline. Stochasti
