On the Problem of Stochastic Integral Representations of Functionals of the Brownian Motion. I (Q4830854)

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scientific article; zbMATH DE number 2123303
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On the Problem of Stochastic Integral Representations of Functionals of the Brownian Motion. I
scientific article; zbMATH DE number 2123303

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    On the Problem of Stochastic Integral Representations of Functionals of the Brownian Motion. I (English)
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    16 December 2004
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    Brownian motion
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    stochastic integral representation
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    Itô formula
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    Markov time
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