Selected Topics in Malliavin Calculus: Chaos, Divergence and So Much More - Bocconi & Springer Series 1st ed. 2022 edition

This book is not a research monograph about Malliavin calculus with the latest results and the most sophisticated proofs. For instance, we did not focus on the proof of concentration inequality for functionals of the Brownian motion, as it closely follows the lines of the analog result for Poisson functionals.