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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Skorokhod integral ： ウィキペディア英語版 Skorokhod integral In mathematics, the Skorokhod integral, often denoted ''δ'', 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: * ''δ'' is an extension of the Itō integral to non-adapted processes; * ''δ'' is the adjoint of the Malliavin derivative, which is fundamental to the stochastic calculus of variations (Malliavin calculus); * ''δ'' is an infinite-dimensional generalization of the divergence operator from classical vector calculus. ==Definition== 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Skorokhod integral」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.