scientific article; zbMATH DE number 1862959

zbMath1027.60045MaRDI QIDQ4791820

Giulia Di Nunno

Publication date: 3 February 2003

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Clark-Haussmann-Ocone formulastochastic integralMalliavin derivativeLévy stochastic measurepredictable modificationstochastic non-anticipating derivative

Mathematics Subject Classification ID

Random fields (60G60) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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