Stroock, Daniel W. Stochastic analysis and regularity properties of certain partial differential operators. (English) Zbl 0567.60064 Proc. Int. Congr. Math., Warszawa 1983, Vol. 2, 1107-1116 (1984). [For the entire collection see Zbl 0553.00001.] The paper presents a short and interesting review on the Malliavin calculus. The main ideas of this theory are explained in a condensed and explicit form. The role of a covariance Malliavin matrix is discussed. Some applications to ergodic problems (not so usual in this theory) are treated. Reviewer: A.Yu.Veretennikov MSC: 60H20 Stochastic integral equations 60G30 Continuity and singularity of induced measures 28D99 Measure-theoretic ergodic theory Keywords:Malliavin calculus Citations:Zbl 0553.00001 PDFBibTeX XML