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Book Review

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Book Information:

Author: Dennis R. Bell
Title: The Malliavin calculus
Additional book information: Pitman Monographs and Surveys in Pure and Applied Mathematics, vol. 34, Longman Scientific and Technical, Essex, and John Wiley, New York, 1987, x + 105 pp., $62.95. ISBN 0-582-99486-1.

References [Enhancements On Off] (What's this?)

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  • 2. J. M. Bismut and D. Michel, Diffusions conditionnelles. II, J. Funct. Anal. 45 (1982), 274-292. MR 647076
  • 3. B. Gaveau and P. Trauber, L'intégrale stochastique comme opérateur de divergence dans l'espace fonctionnel, J. Funct. Artal. 46 (1982), 230-238. MR 660187
  • 4. J. J. Kohn, Pseudo-differential operators and hypoellipticity, Proc. Sympos. Pure Math., vol. 23, Amer. Math. Soc. Providence, R. I., 1969, pp. 61-69. MR 338592
  • 5. D. Michel, Conditional laws and Hörmander condition, Taniguchi Symposium, 1982, North-Holland, Amsterdam, 1984, pp. 387-408. MR 780766
  • 6. D. Nualart and M. Zakai, Generalized stochastic integrals and the Malliavin calculus, Probab. Theory Related Fields 73 (1986), 255-280. MR 855226
  • 7. D. Nualart and E. Pardoux, Stochastic calculus with anticipating integrands, Probab. Theory Related Fields (to appear). MR 950346
  • 8. D. Ocone, Malliavin's calculus and stochastic integral representation of functional of diffusion processes, Stochastics 12 (1984), 161-185. MR 749372
  • 9. E. Pardoux and P. Protter, A two-sided stochastic integral and its calculus, Probab. Theory Related Fields 76 (1987), 15-49. MR 899443
  • 10. D. W. Stroock and S. R. S. Varadhan, Multidimensional diffusion processes, Springer-Verlag, Berlin and New York, 1979. MR 532498
  • 11. A. S. Ustunel, Une extension du calcul d'Itô via le calcul stochastique des variations, C. R. Acad. Sci. Paris 300 (1985), 277-279. MR 785069

Review Information:

Reviewer: Philip Protter
Journal: Bull. Amer. Math. Soc. 20 (1989), 123-127
DOI: https://doi.org/10.1090/S0273-0979-1989-15726-1
American Mathematical Society