On distribution free Skorokhod-Malliavin calculus

DOI10.1007/s40072-015-0064-8zbMath1342.60082arXiv1406.5952MaRDI QIDQ2629199

Boris L. Rosovskii, Remigijus Mikulevičius

Publication date: 5 July 2016

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1406.5952

zbMATH Keywords

stochastic PDEs; linear stochastic differential equations; distribution free Skorokhod-Malliavin calculus

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60H05: Stochastic integrals

60H07: Stochastic calculus of variations and the Malliavin calculus

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

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