On martingale representations of non-smooth Brownian functionals (Q6579977)
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scientific article; zbMATH DE number 7887974
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| English | On martingale representations of non-smooth Brownian functionals |
scientific article; zbMATH DE number 7887974 |
Statements
On martingale representations of non-smooth Brownian functionals (English)
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29 July 2024
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martingale representation
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Malliavin (stochastic) derivative
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Clark-Ocone formula
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Glonti-Purtukhia formula
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