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Focusing on a variety of proof techniques rather than exhaustive results, this book serves as an accessible introduction to Malliavin calculus for students familiar with Ito calculus and basic functional analysis. Originating from graduate courses at Paris-Sorbonne and Paris-Saclay universities, it emphasizes conceptual understanding over complex proofs, offering insights into topics like concentration inequalities without delving deeply into specific methodologies.
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Selected Topics in Malliavin Calculus, Laurent Decreusefond
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- 2022
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