scientific article; zbMATH DE number 1380385

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zbMath0937.60047MaRDI QIDQ4705110

Andrey A. Dorogovtsev

Publication date: 19 December 1999

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic calculus Itô-Wiener expansion extended stochastic integral Clark's representation theorem

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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