Malliavin Calculus Revisited

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Smoothing properties of McKean–Vlasov SDEs (2017, methodology): “Now, each of the Kusuoka-Stroock processes appearing in the above representations for the derivatives are, by definition, jointly continuous in (t, x, [θ]) in Lp(Ω), p ≥ 1.”
High order recombination and an application to cubature on Wiener space (2010, methodology): “Just like identity (12) the following corollary is a trivial generalisation of Corollary 18 in [2], the result is also implicit in Kusuoka [7] (Proposition 14) Corollary 14 Suppose the vector fields (Vi, i = 0, .”
Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus (2003, unknown): “[4]).”
Second order discretization of backward SDEs and simulation with the cubature method (2014, background): “The following example is taken from Kusuoka [18]: EXAMPLE 3.5.”