Applications of the Quadratic Covariation Differentiation Theory: Variants of the Clark-Ocone and Stroock's Formulas (Q3114575)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Applications of the Quadratic Covariation Differentiation Theory: Variants of the Clark-Ocone and Stroock's Formulas |
scientific article |
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Applications of the Quadratic Covariation Differentiation Theory: Variants of the Clark-Ocone and Stroock's Formulas (English)
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19 February 2012
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Itô calculus
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quadratic covariation stochastic derivative
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quadratic covariation stochastic differentiation theory
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stochastic calculus
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