On the Differentiability of Expectations of Functionals of a Wiener Process
Teoriâ veroâtnostej i ee primeneniâ, Tome 34 (1989) no. 3, pp. 565-568
Cet article a éte moissonné depuis la source Math-Net.Ru
@article{TVP_1989_34_3_a10,
author = {O. G. Bulycheva and A. D. Ventzel},
title = {On the {Differentiability} of {Expectations} of {Functionals} of {a~Wiener} {Process}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {565--568},
year = {1989},
volume = {34},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1989_34_3_a10/}
}
TY - JOUR AU - O. G. Bulycheva AU - A. D. Ventzel TI - On the Differentiability of Expectations of Functionals of a Wiener Process JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1989 SP - 565 EP - 568 VL - 34 IS - 3 UR - http://geodesic.mathdoc.fr/item/TVP_1989_34_3_a10/ LA - ru ID - TVP_1989_34_3_a10 ER -
O. G. Bulycheva; A. D. Ventzel. On the Differentiability of Expectations of Functionals of a Wiener Process. Teoriâ veroâtnostej i ee primeneniâ, Tome 34 (1989) no. 3, pp. 565-568. http://geodesic.mathdoc.fr/item/TVP_1989_34_3_a10/