On the smoothness of conditional mean of some stochastically nonsmooth functionals (Q5354841)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6769473
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the smoothness of conditional mean of some stochastically nonsmooth functionals |
scientific article; zbMATH DE number 6769473 |
Statements
4 September 2017
0 references
Wiener functional
0 references
stochastic derivative
0 references
Clark's integral representation formula
0 references
Clark-Ocone's formula
0 references
0.920172393321991
0 references
0.8810672163963318
0 references
0.8603116273880005
0 references
0.8583276867866516
0 references
0.8424577116966248
0 references
