O. G. Bulycheva, A. D. Ventzel, “On the Differentiability of Expectations of Functionals of a Wiener Process”, Teor. Veroyatnost. i Primenen., 1989, Volume 34, Issue 3,Pages <nobr>565

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Teor. Veroyatnost. i Primenen., 1989 Volume 34, Issue 3, Pages 565–568 (Mi tvp1304)

This article is cited in 2 papers

Short Communications

On the Differentiability of Expectations of Functionals of a Wiener Process

O. G. Bulycheva, A. D. Ventzel

Received: 18.03.1986

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English version: Theory of Probability and its Applications, 1989, 34:3, 509–512

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