Malliavin calculus of Bismut type without probability
Remi Leandre
TL;DR
This paper develops a semigroup-theoretic approach to Bismut's Malliavin calculus, removing the reliance on probability theory and providing a new mathematical framework.
Contribution
It introduces a novel, probability-free formulation of Bismut's Malliavin calculus using semigroup theory, expanding the theoretical foundation.
Findings
Provides a probability-free framework for Malliavin calculus
Establishes connections between semigroup theory and stochastic calculus
Enhances mathematical tools for analysis without probabilistic assumptions
Abstract
We translate in semigroup theory Bismut's way of the Malliavin calculus.
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Taxonomy
TopicsRandom Matrices and Applications · Mathematical Dynamics and Fractals · Advanced Operator Algebra Research