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On the stochastic integral representation of Brownian functionals - MaRDI portal

On the stochastic integral representation of Brownian functionals (Q6111386)

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scientific article; zbMATH DE number 7708356
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English
On the stochastic integral representation of Brownian functionals
scientific article; zbMATH DE number 7708356

    Statements

    title
    On the stochastic integral representation of Brownian functionals (English)
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    author
    Ekaterine Namgalauri
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    Omar Purtukhia
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    publication date
    6 July 2023
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    zbMATH Keywords
    Brownian functional
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    Malliavin derivative
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    stochastic integral representation
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    martingale representation
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    Clark-Ocone formula
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    Identifiers

    DOI
    10.1515/gmj-2023-2001
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    Mathematics Subject Classification ID
    60G46
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    60H05
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    60H07
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    zbMATH DE Number
    7708356
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    OpenAlex ID
    W4322741107
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