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The Malliavin-Thalmaier formula was introduced in  as an alternative expression for the density of a multivariate smooth random variable in Wiener space. In comparison with classical integration by parts formulae, this alternative formulation requires the application of the integration by parts formula only once to obtain an expression that can be simulated. Therefore this expression is free from the curse of dimensionality. Unfortunately, when this formula is applied directly in computerdoi:10.1137/070687359 fatcat:akctdr4udjfkpkdarltmn5id6e