An extension of the Clark-Ocone formula (Q1774766)
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scientific article; zbMATH DE number 2168698
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An extension of the Clark-Ocone formula |
scientific article; zbMATH DE number 2168698 |
Statements
An extension of the Clark-Ocone formula (English)
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18 May 2005
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An extension of the celebrated Clark-Ocone formula is proved by using differential operators associated with a general class of temperate distributions.
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