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A generalized Clark-Ocone formula - MaRDI portal

A generalized Clark-Ocone formula (Q4516139)

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scientific article; zbMATH DE number 1535869
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English
A generalized Clark-Ocone formula
scientific article; zbMATH DE number 1535869

    Statements

    title
    A generalized Clark-Ocone formula (English)
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    author
    M. De Faria
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    Ludwig Streit
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    Maria Joã O. Oliveira
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    publication date
    27 November 2000
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    zbMATH Keywords
    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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    Identifiers

    zbMATH DE Number
    1535869
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    OpenAlex ID
    W2126971346
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