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Q5091331 - MaRDI portal

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scientific article; zbMATH DE number 7564017
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English
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scientific article; zbMATH DE number 7564017

    Statements

    author
    Vakhtang Jaoshvili
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    Badri Mamporia
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    Omar Purtukhia
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    publication date
    26 July 2022
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    zbMATH Keywords
    Clark-Ocone formula
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    Malliavin derivative
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    normal martingale
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    Clark-Haussmann-Ocone formula
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    Poisson process
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    Identifiers

    Mathematics Subject Classification ID
    60H07
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    60H30
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    62P05
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    zbMATH DE Number
    7564017
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