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A clark-ocone formula in UMD Banach spaces - MaRDI portal

A clark-ocone formula in UMD Banach spaces (Q1038867)

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A clark-ocone formula in UMD Banach spaces
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    title
    A clark-ocone formula in UMD Banach spaces (English)
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    DOI
    10.1214/ECP.v13-1361
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    author
    Jan Maas
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    publication date
    20 November 2009
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    zbMATH DE Number
    5636397
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    zbMATH Keywords
    clark-ocone formula
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    UMD spaces
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    Malliavin calculus
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    skorokhod integral
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    \(\gamma \)- radonifying operators
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    \(\gamma \)-boundedness
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    Stein inequality
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    arXiv ID
    0709.2021
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    OpenAlex ID
    W2169974713
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