Differentiability of Expectations of Functionals of a Wiener Process

DOI10.1137/1134058MaRDI QIDQ3201210zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

Wiener processesdifferentiability conditions

Mathematics Subject Classification ID

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

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(2)

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• scientific article; zbMATH DE number 4124766 (Why is no real title available?)

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