Book Chapter
An introduction to the stochastic calculus of variations
Jean-Michel Bismut
Lecture Notes in Control and Information Sciences, 1982, Volume 43, Stochastic Differential Systems, Pages 33-72
Book Chapter
Integration by parts and the Malliavin calculus
Robert J. Elliott and Michael Kohlmann
Lecture Notes in Control and Information Sciences, 1989, Volume 126, Stochastic Differential Systems, Pages 128-139
Journal Article
Absolute continuity of the law of an infinite dimensional Wiener functional with respect to the Wiener probability
G. Mazziotto and A. Millet
Probability Theory and Related Fields, 1990, Volume 85, Number 3, Pages 403-411
Book Chapter
Stochastic partial differential equations connected with non-linear filtering
Hiroshi Kunita
Lecture Notes in Mathematics, 1982, Volume 972, Nonlinear Filtering and Stochastic Control, Pages 100-169
Book Chapter
A resumé of some of the applications of Malliavin's calculus
Daniel W. Stroock
Lecture Notes in Control and Information Sciences, 1982, Volume 42, Advances in Filtering and Optimal Stochastic Control, Pages 376-381
Book Chapter
Application du calcul de Malliavin aux équations différentielles stochastiques sur le plan
David Nualart
Lecture Notes in Mathematics, 1986, Volume 1204, Séminaire de Probabilités XX 1984/85, Pages 379-395
Book Chapter
Some remarks on Getzler's degree theorem
Shigeo Kusuoka
Lecture Notes in Mathematics, 1988, Volume 1299, Probability Theory and Mathematical Statistics, Pages 239-249
Book Chapter
Nonclausal stochastic integrals and calculus
David Nualart
Lecture Notes in Mathematics, 1988, Volume 1316, Stochastic Analysis and Related Topics, Pages 80-129
Journal Article
Malliavin calculus for two-parameter Wiener functionals
D. Nualart and M. Sanz
Probability Theory and Related Fields, 1985, Volume 70, Number 4, Pages 573-590
Book Chapter
Malliavin calculus and stochastic integrals
David Nualart
Lecture Notes in Mathematics, 1986, Volume 1221, Probability and Banach Spaces, Pages 182-194