On One Integral Representation of Functionals of Brownian Motion (Q2967985)
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scientific article; zbMATH DE number 6693313
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| English | On One Integral Representation of Functionals of Brownian Motion |
scientific article; zbMATH DE number 6693313 |
Statements
On One Integral Representation of Functionals of Brownian Motion (English)
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9 March 2017
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Brownian functional
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Malliavin derivative
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Clark representation
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Clark-Ocone formula
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0.96177274
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0.94521093
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0.9446569
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0.9446549
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0.93015265
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0.9244418
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