On distribution free Skorokhod–Malliavin calculus
| Autor: | Boris Rozovskii, R. Mikulevicius |
|---|---|
| Rok vydání: | 2015 |
| Předmět: |
Statistics and Probability
Sequence Partial differential equation Current (mathematics) Applied Mathematics Multivariable calculus Structure (category theory) Time-scale calculus Malliavin calculus Distribution function Mathematics::Probability Modeling and Simulation Calculus Applied mathematics Mathematics |
| Zdroj: | Stochastics and Partial Differential Equations: Analysis and Computations. 4:319-360 |
| ISSN: | 2194-041X 2194-0401 |
| DOI: | 10.1007/s40072-015-0064-8 |
| Popis: | The starting point of the current paper is a sequence of uncorrelated random variables. The distribution functions of these variables are assumed to be given but no assumptions on the types or the structure of these distributions are made. The above setting constitute the so called “distribution free” paradigm. Under these assumptions, a version of Skorokhod–Malliavin calculus is developed and applications to stochastic PDES are discussed. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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