Change of variable formulas for non-anticipative functionals (Q3298328)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7220118
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Change of variable formulas for non-anticipative functionals |
scientific article; zbMATH DE number 7220118 |
Statements
Change of variable formulas for non-anticipative functionals (English)
0 references
14 July 2020
0 references
Itô formula
0 references
semimartingales
0 references
non-anticipative functionals
0 references
functional derivatives
0 references
