Pages that link to "Item:Q1394562"
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The following pages link to A Haussmann-Clark-Ocone formula for functionals of diffusion processes with Lipschitz coefficients (Q1394562):
Displaying 4 items.
- A simplified proof of the representation of functionals of diffusions (Q1823544) (← links)
- Representation formulas for Malliavin derivatives of diffusion processes (Q2488484) (← links)
- Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations (Q2507598) (← links)
- A discrete-time Clark-Ocone formula for Poisson functionals (Q2515784) (← links)