Generalized modified stochastic gradient and generalized Skorohod integral

DOI10.13413/J.CNKI.JDXBLXB.2019300MaRDI QIDQ3385872zbMATH OpenFDO

Authors Yulan Zhou, Xiuqiang Cheng, Rui Xue, Xiaohui Li

Publication date 14 January 2021

Full work available at URL https://doi.org/10.13413/J.CNKI.JDXBLXB.2019300

zbMATH Keywords

Bochner integralgeneralized Skorohod integralmodified stochastic gradient

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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• Sequential generalized Riemann-Liouville derivatives based on distributional convolution
• Properties of modified stochastic gradient operators in continuous-time Guichardet-Fock space
• Stochastic differentiation: A generalized approach
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