On distribution free Skorokhod-Malliavin calculus

R. Mikulevicius; B. L. Rozovskii

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arXiv · 1406.5952

On distribution free Skorokhod-Malliavin calculus

R. Mikulevicius·B. L. Rozovskii

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Abstract

The starting point of the current paper is a sequence of uncorrelated random variables. The distribution functions of these variables are assumed to be given but no assumptions on the types or the structure of these distributions are made. The above setting constitute the so called "distribution free" paradigm. Under these assumptions, a version of Skorokhod-Malliavin calculus is developed and applications to stochastic PDES are discussed.

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R. Mikulevicius, B. L. Rozovskii. 2014-06-23. On distribution free Skorokhod-Malliavin calculus. https://arxiv.org/abs/1406.5952

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