Weak approximation of martingale representations (Q5962610): Difference between revisions

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Latest revision as of 11:26, 11 July 2024

scientific article; zbMATH DE number 6541540
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English
Weak approximation of martingale representations
scientific article; zbMATH DE number 6541540

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    Weak approximation of martingale representations (English)
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    15 February 2016
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    martingale representations
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    stochastic differential equations
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    semimartingales
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    functional Itô calculus
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    Clark-Ocone formula
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    Malliavin calculus
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    Euler approximation
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