Calculus How To

Malliavin Calculus: An Overview

Calculus Definitions > What is Malliavin Calculus? Malliavin calculus, also called the stochastic calculus of variations, extends calculus of variations from deterministic functions to stochastic (random) processes. More specifically, it differentiates random variables defined on a Gaussian probability space (usually…

Infinite Product

Calculus Definitions > The definition of an infinite product is very similar to the definition of an infinite sum. Instead of adding an infinite number of terms, you’re multiplying. For example, 1·2·3·,…,∞. More formally, let {xn} represent a numerical series.…