Differentiability of Expectations of Functionals of a Wiener Process

DOI10.1137/1134058zbMATH Open0715.60101OpenAlexW1966185162MaRDI QIDQ3201210FDOQ3201210

O. G. Bulycheva, Alexander D. Wentzell

Publication date: 1989

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1134058

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zbMATH Keywords

Wiener processesdifferentiability conditions

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Brownian motion (60J65)

Cited In (2)

• On differentiability of the expectations of functionals of a markov process
• Title not available (Why is that?)

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