On the representation of functionals on a Wiener field

DOI10.1070/RM1985V040N04ABEH003637zbMATH Open0599.60074MaRDI QIDQ3734815FDOQ3734815

Authors: Iosif I. Gikhman 

Publication date: 1985

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

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zbMATH Keywords

multiple stochastic integralFrechet derivativeClark's conditional moment formulafunctionals of the Brownian sheetWong-Zakai stochastic integral representation

Mathematics Subject Classification ID

Random fields (60G60) Brownian motion (60J65) Generalizations of martingales (60G48)

Cited In (6)

• Title not available (Why is that?)
• Title not available (Why is that?)
• On reconstruction of a Wiener field on the plane by its values on closed curves of certain class
• Generalized multiple stochastic integrals and the representation of wiener functionals
• Title not available (Why is that?)
• Reconstruction of a Wiener field from its realizations on a curve

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