Skorokhod integral
id:
skorokhod-integral-308-5297385
title:
Skorokhod integral
text:
In mathematics, the Skorokhod integral, also named Hitsuda–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 and Japanese mathematician Masuyuki Hitsuda. 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 o
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wiki
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encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Skorokhod_integral
date created:
date modified:
2024-03-15T02:51:04Z
main entity:
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13
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