Stochastic integral representation of path-dependent non-smooth Brownian functionals (Q5091402)
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scientific article; zbMATH DE number 7564071
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| default for all languages | No label defined |
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| English | Stochastic integral representation of path-dependent non-smooth Brownian functionals |
scientific article; zbMATH DE number 7564071 |
Statements
26 July 2022
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stochastic integral representation
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Malliavin's derivative
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Clark-Ocone formula
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0.9447526335716248
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0.9149584174156188
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0.90948224067688
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0.9051052331924438
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0.8942781090736389
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