scientific article; zbMATH DE number 7564017
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Publication:5091331
Vakhtang Jaoshvili, Omar Purtukhia, Badri Mamporia
Publication date: 26 July 2022
Full work available at URL: http://www.viam.science.tsu.ge/enl_ses/vol33/Jaoshvili_Mamporia_Purtukhia.pdf
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Clark-Haussmann-Ocone formulaClark-Ocone formulaPoisson processMalliavin derivativenormal martingale
Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic calculus of variations and the Malliavin calculus (60H07)
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