This introduction to Malliavins stochastic calculus of variations emphasizes the problem that motivated the subjects development, with detailed accounts of the different forms of the theory developed by Stroock and Bismut, discussions of the relationship between these 2 approaches, and descriptions of a variety of applications. 1987 edition. This introductory text presents detailed accounts of the different forms of the theory developed by Stroock and Bismut, discussions of the relationship between these two approaches, and a variety of applications. 1987 edition.
