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1、DavidNualartTheMalliavinCalculusandRelatedTopicsABCDavidNualartDepartmentofMathematics,UniversityofKansas,405SnowHall,1460JayhawkBlvd,Lawrence,Kansas66045-7523,USASeriesEditorsJ.GaniC.C.HeydeStochasticAnalysisGroup,CMAStochasticAnalysisGroup,CMAAustralianNationalUniversityAustralianNatio
2、nalUniversityCanberraACT0200CanberraACT0200AustraliaAustraliaP.JagersT.G.KurtzMathematicalStatisticsDepartmentofMathematicsChalmersUniversityofTechnologyUniversityofWisconsimSE-41296Göteborg480LincolnDriveSwedenMadison,WI53706USALibraryofCongressControlNumber:2005935446MathematicsSubject
3、Classification(2000):60H07,60H10,60H15,60-02ISBN-103-540-28328-5SpringerBerlinHeidelbergNewYorkISBN-13978-3-540-28328-7SpringerBerlinHeidelbergNewYorkISBN0-387-94432-X1steditionSpringerNewYorkThisworkissubjecttocopyright.Allrightsarereserved,whetherthewholeorpartofthematerialisconcerned,s
4、pecificallytherightsoftranslation,reprinting,reuseofillustrations,recitation,broadcasting,reproductiononmicrofilmorinanyotherway,andstorageindatabanks.DuplicationofthispublicationorpartsthereofispermittedonlyundertheprovisionsoftheGermanCopyrightLawofSeptember9,1965,initscurrentversion,and
5、permissionforusemustalwaysbeobtainedfromSpringer.ViolationsareliableforprosecutionundertheGermanCopyrightLaw.SpringerisapartofSpringerScience+BusinessMediaspringer.comcSpringer-VerlagBerlinHeidelberg2006PrintedinTheNetherlandsTheuseofgeneraldescriptivenames,registerednames,trademarks,et
6、c.inthispublicationdoesnotimply,evenintheabsenceofaspecificstatement,thatsuchnamesareexemptfromtherelevantprotectivelawsandregulationsandthereforefreeforgeneraluse.Typesetting:bytheauthorandTechBooksusingaSpringerLATEXmacropackageCoverdesign:ErichKirchner,HeidelbergPrintedonacid-freepaper
7、SPIN:1153505841/TechBooks543210TomywifeMariaPilarPrefacetothesecondeditionTherehavebeentenyearssincethepublicationofthefirsteditionofthisbook.Sincethen,newapplicationsanddevelopmentsoftheMalliavincal-culushaveappeared.Inpreparingthissecondeditionwehavetakenintoaccountsomeo
