On the representation of functionals on a Wiener field (Q3734815): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
(One intermediate revision by one other user not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 14:27, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the representation of functionals on a Wiener field |
scientific article |
Statements
On the representation of functionals on a Wiener field (English)
0 references
1985
0 references
Frechet derivative
0 references
multiple stochastic integral
0 references
functionals of the Brownian sheet
0 references
Wong-Zakai stochastic integral representation
0 references
Clark's conditional moment formula
0 references