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Q4791820 - MaRDI portal

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scientific article; zbMATH DE number 1862959
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scientific article; zbMATH DE number 1862959

    Statements

    author
    Giulia Di Nunno
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    publication date
    3 February 2003
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    Mathematics Subject Classification ID
    60G60
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    60H05
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    60H07
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    zbMATH DE Number
    1862959
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    zbMATH Keywords
    predictable modification
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    stochastic integral
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    stochastic non-anticipating derivative
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    Lévy stochastic measure
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    Clark-Haussmann-Ocone formula
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    Malliavin derivative
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