CONSTRUCTIVE MARTINGALE REPRESENTATION OF NON-SMOOTH EXPONENTIAL PATH-DEPENDENT BROWNIAN FUNCTIONALS.

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Bibliographic Details
Title: CONSTRUCTIVE MARTINGALE REPRESENTATION OF NON-SMOOTH EXPONENTIAL PATH-DEPENDENT BROWNIAN FUNCTIONALS.
Authors: NAMGALAURI, EKATERINE1 ekanamgalauri96@gmail.com, PURTUKHIA, OMAR1,2 o.purtukhia@gmail.com
Source: Transactions of A. Razmadze Mathematical Institute. Apr2026, Vol. 180 Issue 1, p105-111. 7p.
Database: Mathematics Source
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