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White Noise Generalization of the Clark-Ocone Formula Under Change of Measure - MaRDI portal

White Noise Generalization of the Clark-Ocone Formula Under Change of Measure (Q3068105)

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White Noise Generalization of the Clark-Ocone Formula Under Change of Measure
scientific article

    Statements

    title
    White Noise Generalization of the Clark-Ocone Formula Under Change of Measure (English)
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    author
    Yeliz Yolcu-Okur
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    publication date
    13 January 2011
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    zbMATH Keywords
    change of measure
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    Clark-Ocone formula
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    (Hida) Malliavin derivative
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    Malliavin calculus
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    Identifiers

    Mathematics Subject Classification ID
    60H07
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    60H40
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    60G20
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    91G20
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    zbMATH DE Number
    5836128
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    OpenAlex ID
    W2150185006
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