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Ordinary or partial differential equations. Delay differential equations, neutral equations, integro-differential equations. Well-posedness, asymptotic behavior, and related questions.

15 votes

Big Picture: What is the connection of Malliavin calculus with differential geometry?

I can't speak for Paul Malliavin's influences, but I do know a bit about Hormander's theorem (by no means, an expert), and it is naturally suited to differentiable manifolds involving largely the idea …
George Lowther's user avatar