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Q6181494 - MaRDI portal

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scientific article; zbMATH DE number 7782818
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scientific article; zbMATH DE number 7782818

    Statements

    author
    Omar Purtukhia
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    Vakhtang Jaoshvili
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    Q6181493
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    publication date
    2 January 2024
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    zbMATH Keywords
    Brownian functional
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    Malliavin (stochastic) derivative
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    martingale representation
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    Clark-Ocone formula
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    Glonti-Purtukhia representation
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    Identifiers

    zbMATH DE Number
    7782818
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