This non-divergence operation acts as a creation operator on the Wiener chaos decomposition. A form of this operation denoted delta is used to define the Ornstein–Uhlenbeck operator and is named for Anatoliy Skorokhod. Doob’s theorem gives a decomposition for adapted processes for which this operation can be performed uniformly. A form of this operation first defined for simple random processes that yields Brownian motion when applied to Gaussian white noise is named for Kiyosi Itô (“EE-toe”). Some forms of this operation satisfy the dominated convergence theorem. Since this operation can’t be performed on Gaussian functions, the error function is used to find probabilities in the normal distribution. For 10 points, applying what operation to the probability density gives cumulative density because it finds the area under a curve? ■END■
ANSWER: integration [accept definite integration or stochastic integration or Lebesgue integration or Itô integration or Skorokhod integration or Ogawa integration; accept integrals in the place of integration]
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