English-Russian Dictionary on Probability, Statistics, and Combinatorics. — Philadelphia and Moscow. Society for Industrial and Applied Mathematics and TVP Science Publishers. K. A. Borovkov. 1994.
Derivative (generalizations) — Derivative is a fundamental construction of differential calculus and admits many possible generalizations within the fields of mathematical analysis, combinatorics, algebra, and geometry. Derivatives in analysis In real, complex, and functional… … Wikipedia
Malliavin calculus — The Malliavin calculus, named after Paul Malliavin, is a theory of variational stochastic calculus. In other words it provides the mechanics to compute derivatives of random variables. The original motivation for the development of the subject… … Wikipedia
Malliavin derivative — In mathematics, the Malliavin derivative is a notion of derivative in the Malliavin calculus. Intuitively, it is the notion of derivative appropriate to paths in classical Wiener space, which are usually not differentiable in the usual… … Wikipedia
Malliavin's absolute continuity lemma — In mathematics specifically, in measure theory Malliavin s absolute continuity lemma is a result due to the French mathematician Paul Malliavin that plays a foundational rôle in the regularity (smoothness) theorems of the Malliavin calculus.… … Wikipedia
Generalizations of the derivative — The derivative is a fundamental construction of differential calculus and admits many possible generalizations within the fields of mathematical analysis, combinatorics, algebra, and geometry. Contents 1 Derivatives in analysis 1.1 Multivariable… … Wikipedia
Ornstein–Uhlenbeck operator — Not to be confused with Ornstein–Uhlenbeck process. In mathematics, the Ornstein–Uhlenbeck operator can be thought of as a generalization of the Laplace operator to an infinite dimensional setting. The Ornstein–Uhlenbeck operator plays a… … Wikipedia
Skorokhod integral — In mathematics, the Skorokhod integral, often denoted delta; , 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… … Wikipedia
Moshe Zakai — Born 26 December 1926(1926 12 26) Sokółka, Poland … Wikipedia
Clark–Ocone theorem — In mathematics, the Clark–Ocone theorem (also known as the Clark–Ocone–Haussmann theorem or formula) is a theorem of stochastic analysis. It expresses the value of some function F defined on the classical Wiener space of continuous paths starting … Wikipedia
Clark-Ocone theorem — In mathematics, the Clark Ocone theorem (also known as the Clark Ocone Haussmann theorem or formula) is a theorem of stochastic analysis. It expresses the value of some function F defined on the classical Wiener space of continuous paths starting … Wikipedia
Cameron-Martin theorem — In mathematics, the Cameron Martin theorem or Cameron Martin formula is a theorem of measure theory that describes how abstract Wiener measure changes under translation by certain elements of the Cameron Martin Hilbert space.MotivationRecall that … Wikipedia
