Bismut's Way of the Malliavin Calculus for Non-Markovian Semi-groups: An introduction
arXiv:2201.09524
Abstract
We give a review of our recent works related to the Malliavin Calculus of Bismut type for non-Markovian generators. Part IV is new and relates the Malliavin Calculus and the general theory of elliptic pseudo-differential operators.