A representation theorem for smooth Brownian martingales (Q2833694)

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A representation theorem for smooth Brownian martingales
scientific article

    Statements

    title
    A representation theorem for smooth Brownian martingales (English)
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    author
    Sixian Jin
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    Qidi Peng
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    Henry Schellhorn
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    published in
    Stochastics
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    publication date
    25 November 2016
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    zbMATH Keywords
    smooth Brownian martingales
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    representation theorem
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    Malliavin calculus
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    Identifiers

    Mathematics Subject Classification ID
    60G44
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    60J65
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    60H07
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    60G15
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    60G22
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    zbMATH DE Number
    6656302
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    OpenAlex ID
    W2260008810
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    arXiv ID
    1401.5502
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