Skorokhod integral
In mathematics, the Skorokhod integral, often denoted δ, is an operator of great importance in the theory of stochastic processes. It is named after the Ukrainian mathematician Anatoliy Skorokhod. Part of its importance is that it unifies several concepts:
* δ is an extension of the Itô integral to non-adapted processes;
* δ is the adjoint of the Malliavin derivative, which is fundamental to the stochastic calculus of variations (Malliavin calculus);
* δ is an infinite-dimensional generalization of the divergence operator from classical vector calculus.
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Anatoliy SkorokhodCatalog of articles in probability theoryClark–Ocone theoremGreek letters used in mathematics, science, and engineeringList of things named after Anatoliy SkorokhodMalliavin calculusOrnstein–Uhlenbeck operatorPaley–Wiener integralScience and technology in UkraineWhite noise analysis
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Skorokhod integral
In mathematics, the Skorokhod integral, often denoted δ, is an operator of great importance in the theory of stochastic processes. It is named after the Ukrainian mathematician Anatoliy Skorokhod. Part of its importance is that it unifies several concepts:
* δ is an extension of the Itô integral to non-adapted processes;
* δ is the adjoint of the Malliavin derivative, which is fundamental to the stochastic calculus of variations (Malliavin calculus);
* δ is an infinite-dimensional generalization of the divergence operator from classical vector calculus.
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Em matemática, a integral de S ...... do cálculo vetorial clássico.
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In mathematics, the Skorokhod ...... rom classical vector calculus.
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Skorokhod integral
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Em matemática, a integral de S ...... do cálculo vetorial clássico.
@pt
In mathematics, the Skorokhod ...... rom classical vector calculus.
@en
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Integral de Skorokhod
@pt
Skorokhod integral
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