Stochastic integral representation of one stochastically non-smooth Wiener functional (Q2979796)
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scientific article; zbMATH DE number 6708279
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| English | Stochastic integral representation of one stochastically non-smooth Wiener functional |
scientific article; zbMATH DE number 6708279 |
Statements
26 April 2017
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Wiener functional
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stochastic integral representation
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stochastic derivatives
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Clark-Ocone formula
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0.920172393321991
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0.8979763984680176
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0.8942781090736389
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0.891900897026062
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0.8874096274375916
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