DIFFERENT APPROACHES IN THE CONSTRUCTIVE MARTINGALE REPRESENTATION OF BROWNIAN FUNCTIONALS | Zendy

Ekaterine Namgalauri | Zendy; Omar Purtukhia | Zendy

AI Assistant Blog Pricing

Home ZAIA Blog

Open Access

DIFFERENT APPROACHES IN THE CONSTRUCTIVE MARTINGALE REPRESENTATION OF BROWNIAN FUNCTIONALS

Author(s) -

Ekaterine Namgalauri,

Omar Purtukhia

Publication year - 2022

Publication title -

journal of numerical and applied mathematics

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

The content you want is available to Zendy users.

Already have an account? Click here to sign in.

Having issues? You can contact us here

Accelerating Research