On differentiability of the expectations of functionals of a markov process

DOI10.1080/17442509208833763zbMath0758.60075OpenAlexW2032434890MaRDI QIDQ4018636

Alexander D. Wentzell

Publication date: 16 January 1993

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509208833763

zbMATH Keywords

processes with independent incrementspseudo-partial derivative

Mathematics Subject Classification ID

Sample path properties (60G17) Markov processes (60J99)

Related Items (1)

A generalized change of variable formula for the Young integral

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