On the representation of functionals on a Wiener field

DOI10.1070/RM1985V040N04ABEH003637MaRDI QIDQ3734815zbMATH OpenFDO

Authors Iosif I. Gikhman

Publication date 1985

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

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)

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• On reconstruction of a Wiener field on the plane by its values on closed curves of certain class
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