scientific article; zbMATH DE number 7564035

MaRDI QIDQ5091355

Sandro Davadze, Omar Purtukhia, Maya Giorgadze

Publication date: 26 July 2022

Full work available at URL: http://www.viam.science.tsu.ge/enl_ses/vol34/Davadze_Giorgadze_Purtukhia.pdf

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

zbMATH Keywords

Clark-Ocone formulastochastic integral representationBrownian functionalMalliavin stochastic derivative

Mathematics Subject Classification ID

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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