Stochastic integral representation of path-dependent non-smooth Brownian functionals
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Publication:5091402
Authors: Badri Mamporia, Ekaterine Namgalauri, O. Purtukhia 
Publication date: 26 July 2022
Full work available at URL: http://www.viam.science.tsu.ge/enl_ses/vol35/Mamporia_Namgalauri_Purtukhia.pdf
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Stochastic calculus of variations and the Malliavin calculus (60H07) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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- On the stochastic integral representation of Brownian functionals
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- On the representation of certain classes of stochastic Itô integrals in the form of pathwise Lebesgue integrals
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