An extension of clark' formula

DOI10.1080/17442509108833731zbMath0745.60056OpenAlexW1981446732MaRDI QIDQ3986611

Li, Jinlu, Ioannis Karatzas, Daniel L. Ocone

Publication date: 27 June 1992

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509108833731

zbMATH Keywords

Sobolev spaceWiener spaceClark-Haussmann formulaWiener functional derivatives

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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