On martingale representations of non-smooth Brownian functionals
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Publication:6579977
DOI10.1007/S10958-024-07128-7zbMATH Open1546.60102MaRDI QIDQ6579977
O. Purtukhia, Valeri Berikashvili, Ekaterine Namgalauri, Valeriane Jokhadze
Publication date: 29 July 2024
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Clark-Ocone formulamartingale representationMalliavin (stochastic) derivativeGlonti-Purtukhia formula
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