Weak approximation of martingale representations (Q5962610)
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scientific article; zbMATH DE number 6541540
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak approximation of martingale representations |
scientific article; zbMATH DE number 6541540 |
Statements
Weak approximation of martingale representations (English)
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15 February 2016
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martingale representations
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stochastic differential equations
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semimartingales
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functional Itô calculus
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Clark-Ocone formula
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Malliavin calculus
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Euler approximation
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