On the representation of functionals on a Wiener field (Q3734815): Difference between revisions

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Latest revision as of 14:27, 5 March 2024

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On the representation of functionals on a Wiener field
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    On the representation of functionals on a Wiener field (English)
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    1985
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    Frechet derivative
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    multiple stochastic integral
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    functionals of the Brownian sheet
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    Wong-Zakai stochastic integral representation
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    Clark's conditional moment formula
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