Pages that link to "Item:Q6111386"
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The following pages link to On the stochastic integral representation of Brownian functionals (Q6111386):
Displaying 15 items.
- Stochastic integral representations of the extrema of time-homogeneous diffusion processes (Q340115) (← links)
- Brownian excursions, stochastic integrals, and representation of Wiener functionals (Q850399) (← links)
- A variational representation for certain functionals of Brownian motion (Q1307458) (← links)
- On \(L^ p\) stochastic representations (Q1903164) (← links)
- Explicit stochastic integral representations for historical functionals (Q1917202) (← links)
- A functional LIL for \(m\)-fold integrated Brownian motion (Q2432010) (← links)
- Integral representations of some functionals of fractional Brownian motion (Q2787519) (← links)
- A representation for positive functionals of a Brownian motion and an application (Q2787548) (← links)
- On One Integral Representation of Functionals of Brownian Motion (Q2967985) (← links)
- Applications of the Quadratic Covariation Differentiation Theory: Variants of the Clark-Ocone and Stroock's Formulas (Q3114575) (← links)
- (Q3345529) (← links)
- (Q3607718) (← links)
- (Q4705110) (← links)
- Integral representation of generalized grey Brownian motion (Q5086494) (← links)
- (Q5091355) (← links)