Stochastic integral representation of one nonsmooth Brownian functional (Q2962359)
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scientific article; zbMATH DE number 6685352
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic integral representation of one nonsmooth Brownian functional |
scientific article; zbMATH DE number 6685352 |
Statements
16 February 2017
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stochastic integral representation
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nonsmooth Brownian functional
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Malliavin derivative
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Clark-Ocone representation
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Fubini theorem
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0.942035973072052
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0.90948224067688
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0.903004825115204
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0.8979763984680176
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0.886374294757843
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