On distribution free Skorokhod-Malliavin calculus

DOI10.1007/s40072-015-0064-8zbMath1342.60082arXiv1406.5952OpenAlexW1584277664MaRDI 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 PDEslinear stochastic differential equationsdistribution free Skorokhod-Malliavin calculus

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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