Pages that link to "Item:Q4155580"
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The following pages link to Functionals of Itô Processes as Stochastic Integrals (Q4155580):
Displaying 15 items.
- The Malliavin calculus, a functional analytic approach (Q1159403) (← links)
- Differentiable measures and the Malliavin calculus (Q1288049) (← links)
- Solvability of the Schrödinger equation by stochastic integration of magnetic fields (Q1326321) (← links)
- A simplified proof of the representation of functionals of diffusions (Q1823544) (← links)
- On volatility of prices in arbitrage-free markets (Q1904628) (← links)
- Functional Itō calculus and stochastic integral representation of martingales (Q1942112) (← links)
- A \(\mathbb{C}^{0, 1}\)-functional Itô's formula and its applications in mathematical finance (Q2132538) (← links)
- A discrete-time Clark-Ocone formula for Poisson functionals (Q2515784) (← links)
- Malliavin's calculus and stochastic integral representations of functional of diffusion processes<sup>†</sup> (Q3330239) (← links)
- Functionals of diffusion processes as stochastic integrals (Q3859043) (← links)
- On the integral representation of functionals of ltd processest (Q3862808) (← links)
- Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions (Q3889862) (← links)
- Calcul des variations stochastique et processus de sauts (Q3957749) (← links)
- An extension of the Clark–Ocone formula under benchmark measure for Lévy processes (Q4648586) (← links)
- An extension of the Clark–Haussmann formula and applications (Q5087031) (← links)
