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A Probabilistic Approach to the Generalized Hessian - MaRDI portal

A Probabilistic Approach to the Generalized Hessian (Q4016702)

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A Probabilistic Approach to the Generalized Hessian
scientific article

    Statements

    title
    A Probabilistic Approach to the Generalized Hessian (English)
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    publication date
    16 January 1993
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    zbMATH Keywords
    quadratic variation of Brownian motion
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    generalized Hessian
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    nonsmooth functions
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    Identifiers

    DOI
    10.1287/moor.17.2.411
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    zbMATH DE Number
    89161
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    OpenAlex ID
    W2153185735
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