Equations Involving Malliavin Calculus Operators (Q5349435)
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scientific article; zbMATH DE number 6764329
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equations Involving Malliavin Calculus Operators |
scientific article; zbMATH DE number 6764329 |
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Equations Involving Malliavin Calculus Operators (English)
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24 August 2017
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random variable
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stochastic process
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stochastic differential equation
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stochastic partial differential equation
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white noise analysis
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chaos expansion
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Malliavin derivative
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Skorokhod integral
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Ornstein-Uhlenbeck operator
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fractional operator of the Malliavin calculus
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Wick-type equation
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stochastic optimal control problem in infinite dimensions
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