A generalized Clark-Ocone formula (Q4516139)
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scientific article; zbMATH DE number 1535869
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalized Clark-Ocone formula |
scientific article; zbMATH DE number 1535869 |
Statements
A generalized Clark-Ocone formula (English)
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27 November 2000
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Clark-Ocone formula
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~Skorokhod integral
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Itô integral
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generalized functions
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white noise
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