On the representation of functionals on a Wiener field (Q3734815)
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scientific article; zbMATH DE number 3967609
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| 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)
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1985
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Frechet derivative
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multiple stochastic integral
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functionals of the Brownian sheet
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Wong-Zakai stochastic integral representation
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Clark's conditional moment formula
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0.8142635822296143
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0.8132678866386414
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