Is there a specific name for arithmetic and operations on Probability Density Functions

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It is possible to add (independent) Probability Density Functions (resulting in convolution if I'm not mistaken), or to multiply, divide these… i.e. to perform arithmetic on pdf

But has this specific type of calculation (this "category" ?) a specific name ? Is it just "arithmetic on Probability Density Functions" ?

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It is called Stochastic Optimization

So long after having asked that question!

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The pdf's correspond to random variables; the usual terminology is that you're doing arithmetic on those random variables. In the example you mention, if you have rv's $X$ and $Y$, the convolution of their pdf's is the pdf of $X+Y$, so $X$ and $Y$ are what you're really adding.