On the representation of functionals on a Wiener field (Q3734815)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the representation of functionals on a Wiener field |
scientific article; zbMATH DE number 3967609
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the representation of functionals on a Wiener field |
scientific article; zbMATH DE number 3967609 |
Statements
On the representation of functionals on a Wiener field (English)
0 references
1985
0 references
Frechet derivative
0 references
multiple stochastic integral
0 references
functionals of the Brownian sheet
0 references
Wong-Zakai stochastic integral representation
0 references
Clark's conditional moment formula
0 references
0.8142635822296143
0 references
0.8132678866386414
0 references
