Stochastic derivative of Poisson polynomial functionals and its application (Q3387410)
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scientific article; zbMATH DE number 7293452
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| default for all languages | No label defined |
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| English | Stochastic derivative of Poisson polynomial functionals and its application |
scientific article; zbMATH DE number 7293452 |
Statements
12 January 2021
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Poisson functional
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stochastic (Malliavin) derivative
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Clark representation
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Clark-Haussmann-Ocone representation
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0.8523797392845154
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0.8319435119628906
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0.8285497426986694
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0.7791242599487305
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