On the smoothness of conditional mean of some stochastically nonsmooth functionals (Q5354841)
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scientific article; zbMATH DE number 6769473
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| English | On the smoothness of conditional mean of some stochastically nonsmooth functionals |
scientific article; zbMATH DE number 6769473 |
Statements
4 September 2017
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Wiener functional
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stochastic derivative
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Clark's integral representation formula
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Clark-Ocone's formula
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0.920172393321991
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0.8810672163963318
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0.8603116273880005
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0.8583276867866516
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0.8424577116966248
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