Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4652159 | Electronic Notes in Discrete Mathematics | 2013 | 10 Pages |
Abstract
In this short survey we present the application of the Askey-scheme of orthogonal polynomials to define several discrete and continuous distribution types in frame-work of T. Hidaʼs white noise analysis. The results are applied to define fractional versions of the distributions and to solve stochastic differential equations involving the Malliavin derivative, Skorokhod integral and Ornstein-Uhlenbeck operator.
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics