Geodesic
On the Differentiability of Expectations of Functionals of a~Wiener Process
Teoriâ veroâtnostej i ee primeneniâ, Tome 34 (1989) no. 3, pp. 565-568

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     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},
     publisher = {mathdoc},
     volume = {34},
     number = {3},
     year = {1989},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1989_34_3_a10/}
}
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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/