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A generalized Haussmann's formula

 

作者: Ying Hu,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 1993）
卷期: Volume 11, issue 1  

页码: 49-60

 

ISSN:0736-2994

 

年代: 1993

 

DOI:10.1080/07362999308809301

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

In this paper, we establish a generalized Haussmann's formula on the stochastic integral representation of funtionals of solutions of SDEs of funtional type

 

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