The course provides an introduction to Malliavin calculus for Lévy processes. The Malliavin derivative and Skorohod integral will be introduced for the Brownian motion and the pure jump Lévy processes ...

Cheng, R. , Liu, J. , Hao, L. and Wu, D. (2026) On the Application of the Infinitesimal Method to Two Categories of Problems in College Physics. Open Journal of Social Sciences, 14, 378-389. doi: ...