Generalized Malliavin Calculus and Stochatstic PDEs B. L. Rozovski˘ı (Brown University) Abstract The origins of Malliavin Calculus can be traced to Malliavin’s work on hypoellipticity of PDEs. However, the Malliavin

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• Stochastic calculus
• Malliavin calculus
• Skorokhod integral
• OrnsteinUhlenbeck operator
• Partial differential equation
• Malliavin derivative
• Generalizations of the derivative
• Calculus