On the representation of functionals on a Wiener field
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Publication:3734815
DOI10.1070/RM1985v040n04ABEH003637zbMath0599.60074MaRDI QIDQ3734815
Publication date: 1985
Published in: Russian Mathematical Surveys (Search for Journal in Brave)
multiple stochastic integral; Frechet derivative; Clark's conditional moment formula; functionals of the Brownian sheet; Wong-Zakai stochastic integral representation