An extension of clark' formula
type: Item
instance of: scholarly article
title: An extension of clark' formula
zbMATH Open document ID: 0745.60056
DOI: 10.1080/17442509108833731
author: Ioannis Karatzas
author: Jinlu Li
author: Daniel L. Ocone
published in: Stochastics and Stochastic Reports
publication date: 1992-06-27T00:00:00Z
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 60H05
zbMATH DE Number: 29114
zbMATH Keywords: Wiener functional derivatives
zbMATH Keywords: Clark-Haussmann formula
zbMATH Keywords: Sobolev space
zbMATH Keywords: Wiener space
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/17442509108833731
OpenAlex ID: W1981446732
description: scientific article; zbMATH DE number 29114