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searching for Skorokhod integral 1 found (21 total)

Malliavin derivative (562 words) [view diff] exact match in snippet view article find links to article

T ] ; R n ) {\displaystyle L^{2}([0,T];\mathbb {R} ^{n})} . The Skorokhod integral δ {\displaystyle \delta \;} is defined to be the adjoint of the Malliavin