## A new derivative with normal distribution kernel : Theory , methods and applications

- A Atangana, JF GÃmez-Aguilar
- Physica A : Statistical Mechanics and its…
- 2017

@inproceedings{Hauseux2017CalculatingTM, title={Calculating the Malliavin derivative of some stochastic mechanics problems}, author={Paul Hauseux and Jack S. Hale and St{\'e}phane P. A. Bordas}, booktitle={PloS one}, year={2017} }

- Published 2017 in PloS one
DOI:10.1371/journal.pone.0189994

The Malliavin calculus is an extension of the classical calculus of variations from deterministic functions to stochastic processes. In this paper we aim to show in a practical and didactic way how to calculate the Malliavin derivative, the derivative of the expectation of a quantity of interest of a model with respect to its underlying stochastic… CONTINUE READING