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Teoriya Veroyatnostei i ee Primeneniya, 2016, Volume 61, Issue 1, Pages 158–164
DOI: https://doi.org/10.4213/tvp5047 (Mi tvp5047) 		 
This article is cited in 5 scientific papers (total in 5 papers)

Short Communications

On one integral representation of Brownian functional

O. A. Glonti, O. G. Purtukhiya

Tbilisi Ivane Javakhishvili State University
Full-text PDF (228 kB) Citations (5)
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DOI: https://doi.org/10.4213/tvp5047
Funding agency Grant number
Shota Rustaveli National Science Foundation FR/308/5-104/12
FR/69/5-104/12
Received: 02.08.2014
Revised: 26.10.2015
English version:
Theory of Probability and its Applications, 2017, Volume 61, Issue 1, Pages 133–139
DOI: https://doi.org/10.1137/S0040585X97T988034
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: O. A. Glonti, O. G. Purtukhiya, “On one integral representation of Brownian functional”, Teor. Veroyatnost. i Primenen., 61:1 (2016), 158–164; Theory Probab. Appl., 61:1 (2017), 133–139
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/tvp5047
  • https://doi.org/10.4213/tvp5047
  • https://www.mathnet.ru/eng/tvp/v61/i1/p158
    • This publication is cited in the following 5 articles:
    1. Allaoui Omar, Hadiri Sokaina, Sghir Aissa, “An integral representation of the local time of the Brownian motion via the Clark–Ocone formula”, Results in Applied Mathematics, 26 (2025), 100563  crossref
    2. Valeri Berikashvili, Valeriane Jokhadze, Ekaterine Namgalauri, Omar Purtukhia, “ON MARTINGALE REPRESENTATIONS OF NON-SMOOTH BROWNIAN FUNCTIONALS”, J Math Sci, 280:3 (2024), 480  crossref
    3. Ekaterine Namgalauri, Omar Purtukhia, “On the stochastic integral representation of Brownian functionals”, Georgian Mathematical Journal, 2023  crossref
    4. E. B. Namgalauri, O. G. Purtukhia, “DIFFERENT APPROACHES IN THE CONSTRUCTIVE MARTINGALE REPRESENTATION OF BROWNIAN FUNCTIONALS”, JNAM, 2022, no. 1, 35  crossref
    5. O. A. Glonti, O. G. Purtukhiya, “Hedging of the European option with nonsmooth payment function”, Ukr. Math. J., 70:6 (2018), 890–905  crossref  mathscinet  isi  scopus
    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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    References:94
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