David Nualart
Introduction to Malliavin Calculus
Stochastic Inequalities and Applications
The Malliavin Calculus and Related Topics
The Malliavin Calculus and Related Topics (Probability and Its Applications)
Regularity and Strict Positivity of Densities for the Nonlinear Stochastic Heat Equations
Stochastic Analysis, Stochastic Systems, and Applications to Finance
Stochastic Inequalities and Applications