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scientific article; zbMATH DE number 7564071 - MaRDI portal

scientific article; zbMATH DE number 7564071

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Publication:5091402

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MaRDI QIDQ5091402

Omar Purtukhia, Badri Mamporia, Ekaterine Namgalauri

Publication date: 26 July 2022

Full work available at URL: http://www.viam.science.tsu.ge/enl_ses/vol35/Mamporia_Namgalauri_Purtukhia.pdf

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

zbMATH Keywords

Clark-Ocone formula stochastic integral representation Malliavin's derivative

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic calculus of variations and the Malliavin calculus (60H07)

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