scientific article; zbMATH DE number 1409837

MaRDI QIDQ4940247zbMATH OpenFDO

Authors A. A. Dorogovtsev

Publication date 2 March 2000

zbMATH Keywords

nonanticipative processsmooth Clark representationstochastic derivativestochastic integralWiener functional

Mathematics Subject Classification ID

Stochastic integral equations (60H20) Diffusion processes (60J60)

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