A generalization of the Buckdahn-Föllmer formula for composite transformations defined by finite dimensional substitution (Q1425554)
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scientific article; zbMATH DE number 2059516
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| English | A generalization of the Buckdahn-Föllmer formula for composite transformations defined by finite dimensional substitution |
scientific article; zbMATH DE number 2059516 |
Statements
A generalization of the Buckdahn-Föllmer formula for composite transformations defined by finite dimensional substitution (English)
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17 March 2004
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change of variables formula on Wiener spaces
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Buckdahn-Föllmer type transformations
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quadratic Wiener functionals
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0.7456231117248535
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0.7454091310501099
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0.7295336723327637
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0.7290284037590027
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