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Title:
On Distribution Free Skorokhod-Malliavin Calculus
Speaker:
Abstract:
The starting point of the presentation 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 functions are made. The above setting constitutes the so called "distribution free" paradigm. Under these assumptions, a version of Skorokhod-Malliavin calculus is developed and applications to stochastic PDEs will be discussed
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