Aplicació del càlcul de Malliavin a problemes d'estimació paràmetrica

The aim of this master's thesis is to present how the stochastic calculus of variations (Malliavin calculus) is currently used in the field of parametric statistical inference. To this end, we compile studies on Malliavin calculus for random variables in a Gaussian space and, in particular, for those that are solutions to some stochastic differential equations.