Open AccessDIFFERENT APPROACHES IN THE CONSTRUCTIVE MARTINGALE REPRESENTATION OF BROWNIAN FUNCTIONALS
Author(s) -
Ekaterine Namgalauri,
Omar Purtukhia
Publication year - 2022
Publication title -
žurnal občislûvalʹnoï ta prikladnoï matematiki
Language(s) - English
Resource type - Journals
eISSN - 2706-9699
pISSN - 2706-9680
DOI - 10.17721/2706-9699.2022.1.03
Subject(s) - mathematics , constructive , differentiable function , martingale representation theorem , martingale (probability theory) , representation (politics) , brownian motion , conditional expectation , representation theorem , local martingale , geometric brownian motion , pure mathematics , mathematical economics , calculus (dental) , diffusion process , computer science , process (computing) , econometrics , knowledge management , statistics , innovation diffusion , politics , political science , law , operating system , medicine , dentistry