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The malliavin calculus for pure jump processes and applications to local timeBASS, R. F; CRANSTON, M.Annals of probability. 1986, Vol 14, Num 2, pp 490-532, issn 0091-1798Article

A Malliavin-type anticipative stochastic calculusBERGER, M. A.Annals of probability. 1988, Vol 16, Num 1, pp 231-245, issn 0091-1798Article

Applications of malliavin's calculus to time-dependent systems of heat equationsTANIGUCHI, S.Osaka Journal of Mathematics. 1985, Vol 22, Num 2, pp 307-320, issn 0030-6126Article

Malliavin's stochastic calculus of variations of manifold-valued Wiener functionals and its applicationsTANIGUCHI, S.Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete. 1983, Vol 65, Num 2, pp 269-290, issn 0044-3719Article

Quasi-pure analysis on Ito's Wiener spaceGONG, F.-Z; MA, Z.-M.Comptes rendus de l'Académie des sciences. Série 1, Mathématique. 1995, Vol 321, Num 12, pp 1609-1614, issn 0764-4442Article

Malliavin calculus for two-parameter Wiener functionalsNUALART, D; SANZ, M.Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete. 1985, Vol 70, Num 4, pp 573-590, issn 0044-3719Article

Malliavin calculus with time dependent coefficients applied to a class of stochastic differential equationsSCHILTZ, J.Stochastic analysis and applications. 1998, Vol 16, Num 6, pp 1073-1100, issn 0736-2994Article

Régularité au bord pour les densités et les densités conditionnelles d'une diffusion réfléchie hypoelliptique = Regularity at the boundary for densities and conditional densities of an hypoelliptic reflected diffusionCATTIAUX, P.Stochastics. 1987, Vol 20, Num 4, pp 309-340, issn 0090-9491Article

A RESUME OF SOME OF THE APPLICATIONS OF MALLIAVIN'S CALCULUSSTROOCK DW.1982; LECTURE NOTES IN CONTROL AND INFORMATION SCIENCES; ISSN 0170-8643; DEU; DA. 1982; VOL. 42; PP. 376-381; BIBL. 13 REF.Conference Paper

The Itô formula for anticipative processes with nonmonotonous time scale via the Malliavin calculusUSTUNEL, A. S.Probability theory and related fields. 1988, Vol 79, Num 2, pp 249-269, issn 0178-8051Article

THE MALLIAVIN CALCULUS AND ITS APPLICATION TO SECOND ORDER PARABOLIC DIFFERENTIAL EQUATIONS. ISTROOCK DW.1981; MATH. SYST. THEORY; ISSN 0025-5661; DEU; DA. 1981; VOL. 14; NO 1; PP. 25-65; BIBL. 13 REF.Article

APPENDICE: UN RESULTAT DE D. WILLIAMSMEYER PA.1982; LECT. NOTES MATH.; ISSN 0075-8434; DEU; DA. 1982; NO 920; PP. 133Article

CALCUL DE MALLIAVIN POUR LES DIFFUSIONS AVEC SAUTS: EXISTENCE D'UNE DENSITE DANS LE CAS UNIDIMENSIONNELBICHTELER K; JACOD J.1983; LECTURE NOTES IN MATHEMATICS; ISSN 0075-8434; DEU; DA. 1983; NO 986; PP. 132-157; BIBL. 13 REF.Conference Paper

MARTINGALES, THE MALLIAVIN CALCULUS AND HYPOELLIPTICITY UNDER GENERAL HOERMANDER'S CONDITIONSBISMUT JM.1981; Z. WAHRSCHEINLICHKEITSTHEOR. VERW. GEB.; ISSN 0044-3719; DEU; DA. 1981; VOL. 56; NO 4; PP. 469-505; BIBL. 23 REF.Article

Clark-ocone formula for fractional brownian motion with hurst parameter less than 1/2LEON, Jorge A; NUALART, David.Stochastic analysis and applications. 2006, Vol 24, Num 2, pp 427-449, issn 0736-2994, 23 p.Article

Calcul de Malliavin et probabilité invariante d'une chaîne de Markov = Malliavin calculus and invariant probability for a Markov chainGRAVEREAUX, J. B.Annales de l'I.H.P. Probabilités et statistiques. 1988, Vol 24, Num 2, pp 159-188, issn 0246-0203Article

Estimation en temps petit de la densité d'une diffusion hypoelliptique = Estimation in small time of the density of a hypoelliptic diffusionLEANDRE, R; MEYER, P.-A.Comptes rendus de l'Académie des sciences. Série 1, Mathématique. 1985, Vol 301, Num 17, pp 801-804, issn 0764-4442Article

Existence and regularity of density for solutions to stochastic differential equations with boundary conditionsKOHATSU-HIGA, A; SANZ-SOLE, M.Stochastics and stochastics reports (Print). 1997, Vol 60, Num 1-2, pp 1-22, issn 1045-1129Article

Sur quelques problèmes concernant le Calcul de Malliavin et son application à la théorie du filtrage non linéaire = On some problems of Malliavin Calculus and its application to nonlinear filtering theorySchiltz, Jean; Florchinger, Patrick.1997, 172 p.Thesis

Stratonovich integral and traceSOLE, J. L. L; UTZET, F.Stochastics and stochastics reports (Print). 1990, Vol 29, Num 2, pp 203-220, issn 1045-1129Article

Analysis of Wiener functionals (Malliavin calculus) and its applications to heat kernelsWATANABE, S.Annals of probability. 1987, Vol 15, Num 1, pp 1-39, issn 0091-1798Article

NOTE SUR LES PROCESSUS D'ORNSTEIN-UHLENBECKMEYER PA.1982; LECT. NOTES MATH.; ISSN 0075-8434; DEU; DA. 1982; NO 920; PP. 95-132; BIBL. 2 REF.Article

THE MALLIAVIN CALCULUS, A FUNCTIONAL ANALYTIC APPROACHSTROOCK DW.1981; J. FUNCT. ANAL.; ISSN 0022-1236; USA; DA. 1981; VOL. 44; NO 2; PP. 212-257; BIBL. 14 REF.Article

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