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A Short Review of the Malliavin Calculus in Hilbert Spaces

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Strong and Weak Approximation of Semilinear Stochastic Evolution Equations

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 2093))

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Abstract

So far, the Malliavin calculus has been rarely used in articles covering the numerical analysis of stochastic processes, in particular for SPDEs, and we find it appropriate to provide a gentle and self-contained introduction into this theory.

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Authors and Affiliations

  1. Department of Mathematics, Bielefeld University, Bielefeld, Germany

    Raphael Kruse

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  1. Raphael Kruse
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Kruse, R. (2014). A Short Review of the Malliavin Calculus in Hilbert Spaces. In: Strong and Weak Approximation of Semilinear Stochastic Evolution Equations. Lecture Notes in Mathematics, vol 2093. Springer, Cham. https://doi.org/10.1007/978-3-319-02231-4_4

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