Constructive stochastic integral representation of some path-dependent Brownian functional (Q6657129)
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scientific article; zbMATH DE number 7961998
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| English | Constructive stochastic integral representation of some path-dependent Brownian functional |
scientific article; zbMATH DE number 7961998 |
Statements
Constructive stochastic integral representation of some path-dependent Brownian functional (English)
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6 January 2025
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past-dependent Brownian functional
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Malliavin stochastic derivative
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stochastic integral representation
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Clark-Ocone formula
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