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Teoriya Veroyatnostei i ee Primeneniya, 1989, Volume 34, Issue 3, Pages 565–568 (Mi tvp1304)  

This article is cited in 2 scientific papers (total in 2 papers)

Short Communications

On the Differentiability of Expectations of Functionals of a Wiener Process

O. G. Bulycheva, A. D. Ventzel
Full-text PDF (297 kB) Citations (2)
Received: 18.03.1986
English version:
Theory of Probability and its Applications, 1989, Volume 34, Issue 3, Pages 509–512
DOI: https://doi.org/10.1137/1134058
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: O. G. Bulycheva, A. D. Ventzel, “On the Differentiability of Expectations of Functionals of a Wiener Process”, Teor. Veroyatnost. i Primenen., 34:3 (1989), 565–568; Theory Probab. Appl., 34:3 (1989), 509–512
Citation in format AMSBIB
\Bibitem{BulVen89}
\by O.~G.~Bulycheva, A.~D.~Ventzel
\paper On the Differentiability of Expectations of Functionals of a~Wiener Process
\jour Teor. Veroyatnost. i Primenen.
\yr 1989
\vol 34
\issue 3
\pages 565--568
\mathnet{http://mi.mathnet.ru/tvp1304}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1022640}
\zmath{https://zbmath.org/?q=an:0715.60101}
\transl
\jour Theory Probab. Appl.
\yr 1989
\vol 34
\issue 3
\pages 509--512
\crossref{https://doi.org/10.1137/1134058}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1989DT44400011}
Linking options:
  • https://www.mathnet.ru/eng/tvp1304
  • https://www.mathnet.ru/eng/tvp/v34/i3/p565
  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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    Abstract page:226
    Full-text PDF :107
     
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