Talk:Malliavin calculus

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Integration by parts[edit]

I hoped to learn what is this topic about but his article is so terse it makes no sense to me whatsoever. To start, what on the earth has the invariance to do with integration by parts? (= how does the 2nd displayed equation follow from the 1st?) Jmath666 06:55, 30 March 2007 (UTC)[reply]

I don't see what translation invariance of the Lebesgue measure has to do with integration by parts either. SimonL (talk) 20:50, 31 August 2011 (UTC)[reply]

Arithmetic Asian options[edit]

Why this huge calculation? It seems only marginally relevant. Malliavin calculus has many similar applications; this is just one of many. If anything, one should expand on the original motivation, namely the proof of Hörmander's theorem. Hairer (talk) 23:39, 4 November 2010 (UTC)[reply]

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