\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}