@inbook{139f44edf5b148e399a5100761f39379,
title = "Elements of Wiener Analysis",
abstract = "We introduce some basic elements of Malliavin calculus also called stochastic calculus of variations by P. Malliavin himself. The fundamental operators are the Malliavin derivative (or gradient) and the divergence operator (Skorohod integral) which is a functional analysis extension of It{\^o} integral. We also express the stochastic integrals via regularization with these operators.",
author = "Francesco Russo and Pierre Vallois",
note = "Publisher Copyright: {\textcopyright} 2022, The Author(s), under exclusive license to Springer Nature Switzerland AG.",
year = "2022",
month = jan,
day = "1",
doi = "10.1007/978-3-031-09446-0\_10",
language = "English",
series = "Bocconi and Springer Series",
publisher = "Springer-Verlag Italia s.r.l.",
pages = "333--371",
booktitle = "Bocconi and Springer Series",
}