"The mathematical theory now known as Malliavin calculus was first introduced by Paul Malliavin .. as an infinite-dimensional integration by parts technique. The purpose of this calculus was to prove the results about the smoothness of densities of solutions of stochastic differential equations driven by Brownian motiion."
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Giulia Di Nunno, Bernt Øksendal, and Frank Proske:
https://en.wikiquote.org/wiki/Malliavin_calculus
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Malliavin calculus
Malliavin calculus is a part of mathematical probability theory in which the calculus of variations is generalized to stochastic processes. The mathematical theory was introduced by Paul Malliavin in two fundamental papers, one in 1976 and the other in 1978.
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