scientific article; zbMATH DE number 7782818

MaRDI QIDQ6181494

Vakhtang Jaoshvili, Omar Purtukhia, Unnamed Author

Publication date: 2 January 2024

Full work available at URL: http://www.viam.science.tsu.ge/enl_ses/vol36/Purtukhia.pdf

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

zbMATH Keywords

Clark-Ocone formulamartingale representationBrownian functionalGlonti-Purtukhia representationMalliavin (stochastic) 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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