A Probabilistic Approach to the Generalized Hessian

DOI10.1287/moor.17.2.411zbMath0777.49017OpenAlexW2153185735MaRDI QIDQ4016702

Ulrich G. Haussmann

Publication date: 16 January 1993

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.17.2.411

zbMATH Keywords

nonsmooth functionsgeneralized Hessianquadratic variation of Brownian motion

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Continuity and differentiation questions (26B05)

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