Titlebook: Selected Topics in Malliavin Calculus; Chaos, Divergence an Laurent Decreusefond Textbook 2022 The Editor(s) (if applicable) and The Author

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Wiener Space,The construction and the characterization of probability measures on infinite dimensional spaces is a hard task. Gaussian random variables and vectors have multiple properties which permit to construct Gaussian measures on Banach spaces. This procedure yields the notion of Abstract Wiener Space of Gelfand Triplet.

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,The Malliavin–Stein Method,The Stein’s method, initiated in the 1970s by Charles Stein, is a procedure to estimate the rate of convergence in CLT-like theorems. It gained a new momentum in the beginning of the millennium thanks to the insights given by the Malliavin calculus.

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Laurent DecreusefondProvides a pedagogical and‘self-contained introduction to Malliavin calculus.Covers some of the most modern applications of Malliavin calculus like the Malliavin-Stein method.Illustrates the links bet

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ed in a selection of case studies in agriculture and food: rural reconstruction in horticulture and livestock, seed supply systems, and pest control. Each case study systematically applies six theoretical frame978-90-8686-717-2

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