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Differentiability of Expectations of Functionals of a Wiener Process - MaRDI portal

Differentiability of Expectations of Functionals of a Wiener Process

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Publication:3201210

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DOI10.1137/1134058zbMath0715.60101OpenAlexW1966185162MaRDI QIDQ3201210

O. G. Bulycheva, Alexander D. Wentzell

Publication date: 1989

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1134058

zbMATH Keywords

Wiener processes differentiability conditions

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Brownian motion (60J65)

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