About: Skorokhod integral

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In mathematics, the Skorokhod integral, often denoted , is an operator of great importance in the theory of stochastic processes. It is named after the Ukrainian mathematician Anatoliy Skorokhod. Part of its importance is that it unifies several concepts: * is an extension of the Itô integral to non-adapted processes; * is the adjoint of the Malliavin derivative, which is fundamental to the stochastic calculus of variations (Malliavin calculus); * is an infinite-dimensional generalization of the divergence operator from classical vector calculus.

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rdfs:label	Skorokhod integral (en) Integral de Skorokhod (pt)
rdfs:comment	In mathematics, the Skorokhod integral, often denoted , is an operator of great importance in the theory of stochastic processes. It is named after the Ukrainian mathematician Anatoliy Skorokhod. Part of its importance is that it unifies several concepts: * is an extension of the Itô integral to non-adapted processes; * is the adjoint of the Malliavin derivative, which is fundamental to the stochastic calculus of variations (Malliavin calculus); * is an infinite-dimensional generalization of the divergence operator from classical vector calculus. (en) Em matemática, a integral de Skorokhod, frequentemente denotada como , é um operador de grande importância na teoria dos processos estocásticos. Recebe este nome em homenagem ao matemático ucraniano Anatoliy Skorokhod. Parte da sua importância deriva do fato de que unifica vários conceitos: * é uma extensão da integral de Itō a processos não adaptados; * é o adjunto da derivada de Malliavin, que é fundamental para o cálculo estocástico de variações (cálculo de Malliavin); * é uma generalização de dimensões infinitas do operador de divergência a partir do cálculo vetorial clássico. (pt)
dct:subject	Definitions of mathematical integration Stochastic calculus
Wikipage page ID	18420736 (xsd:integer)
Wikipage revision ID	1078138674 (xsd:integer)
Link from a Wikipage to another Wikipage	Calculus of variations Probability space Ukraine Covariance Mathematics Operator (mathematics) Closure (topology) Definitions of mathematical integration Smooth function Stochastic processes Mathematician Adapted process Domain of a function Linear map Anatoliy Skorokhod Expected value Normal distribution Itô isometry Hilbert space Isometry Itô integral Divergence Random variables Stochastic calculus Seminorm Vector calculus Malliavin calculus Malliavin derivative Adjoint operator dbr:Watanabe–Sobolev_space
Link from a Wikipage to an external page	http://www.ma.ic.ac.uk/~dcrisan/lecturenotes-london.pdf
sameAs	Skorokhod integral Skorokhod integral Skorokhod integral Skorokhod integral Skorokhod integral
dbp:wikiPageUsesTemplate	dbt:Springer dbt:Cite_book dbt:Cite_web dbt:MathSciNet dbt:Integral dbt:Stochastic_processes
id	p/s110170 (en)
title	Skorokhod integral (en)
has abstract	In mathematics, the Skorokhod integral, often denoted , is an operator of great importance in the theory of stochastic processes. It is named after the Ukrainian mathematician Anatoliy Skorokhod. Part of its importance is that it unifies several concepts: * is an extension of the Itô integral to non-adapted processes; * is the adjoint of the Malliavin derivative, which is fundamental to the stochastic calculus of variations (Malliavin calculus); * is an infinite-dimensional generalization of the divergence operator from classical vector calculus. (en) Em matemática, a integral de Skorokhod, frequentemente denotada como , é um operador de grande importância na teoria dos processos estocásticos. Recebe este nome em homenagem ao matemático ucraniano Anatoliy Skorokhod. Parte da sua importância deriva do fato de que unifica vários conceitos: * é uma extensão da integral de Itō a processos não adaptados; * é o adjunto da derivada de Malliavin, que é fundamental para o cálculo estocástico de variações (cálculo de Malliavin); * é uma generalização de dimensões infinitas do operador de divergência a partir do cálculo vetorial clássico. (pt)
gold:hypernym	Operator
prov:wasDerivedFrom	wikipedia-en:Skorokhod_integral?oldid=1078138674&ns=0
page length (characters) of wiki page	7405 (xsd:nonNegativeInteger)
foaf:isPrimaryTopicOf	wikipedia-en:Skorokhod_integral
is Link from a Wikipage to another Wikipage of	Science and technology in Ukraine White noise analysis Ornstein–Uhlenbeck operator Anatoliy Skorokhod Clark–Ocone theorem Greek letters used in mathematics, science, and engineering Catalog of articles in probability theory List of things named after Anatoliy Skorokhod Malliavin calculus Paley–Wiener integral
is known for of	Anatoliy Skorokhod
is known for of	Anatoliy Skorokhod
is foaf:primaryTopic of	wikipedia-en:Skorokhod_integral

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