Distribution Free Malliavin Calculus

-
Boris Razovsky, Brown University

The theory and applications of Malliavin calculus are well developed for Gaussian and Poisson processes. In this talk I will discuss an extension Malliavin calculus to random fields generated by a sequence Ξ=(ξ1,ξ2,...) of arbitrary square integrable and uncorrelated random variables.  The distribution functions $Pr( \xi_{i}