On the stochastic integral representation of Brownian functionals (Q6111386)
From MaRDI portal
scientific article; zbMATH DE number 7708356
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the stochastic integral representation of Brownian functionals |
scientific article; zbMATH DE number 7708356 |
Statements
On the stochastic integral representation of Brownian functionals (English)
0 references
6 July 2023
0 references
Brownian functional
0 references
Malliavin derivative
0 references
stochastic integral representation
0 references
martingale representation
0 references
Clark-Ocone formula
0 references
0 references
0 references
0 references
