A compact introduction to this active and powerful area of research, combining basic theory, core techniques, and recent applications.

This volume presents an introductory course on differential stochastic equations and Malliavin calculus. The material of the book has grown out of a series of c

This book is an introduction to Malliavin calculus as a generalization of the classical non-anticipating Ito calculus to an anticipating setting. It presents th

The origin of this book lies in an invitation to give a series of lectures on Malliavin calculus at the Probability Seminar of Venezuela, in April 1985. The con

Malliavin Calculus in Finance: Theory and Practice aims to introduce the study of stochastic volatility (SV) models via Malliavin Calculus. Malliavin calculus h