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Permutation invariant functionals of Lévy processes - MaRDI portal

Permutation invariant functionals of Lévy processes (Q5367094)

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scientific article; zbMATH DE number 6790357
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English
Permutation invariant functionals of Lévy processes
scientific article; zbMATH DE number 6790357

    Statements

    title
    Permutation invariant functionals of Lévy processes (English)
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    publication date
    12 October 2017
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    zbMATH Keywords
    Itô's chaos expansion
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    invariant chaos expansion
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    backward stochastic differential equations
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    cites work
    Q4269108
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    Q2774021
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    Q4824532
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    Q4435813
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    Q4937701
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    Q5436618
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    Identifiers

    DOI
    10.1090/tran/7001
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    Mathematics Subject Classification ID
    60G51
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    37A05
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    22D40
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    zbMATH DE Number
    6790357
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    Wikidata QID
    Q109914661
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    OpenAlex ID
    W2963592735
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    arXiv ID
    1407.3645
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