Weitzenböck and Clark-Ocone Decompositions for Differential Forms on the Space of Normal Martingales (Q5270101)
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scientific article; zbMATH DE number 6734510
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weitzenböck and Clark-Ocone Decompositions for Differential Forms on the Space of Normal Martingales |
scientific article; zbMATH DE number 6734510 |
Statements
Weitzenböck and Clark-Ocone Decompositions for Differential Forms on the Space of Normal Martingales (English)
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22 June 2017
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differential forms
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normal martingales
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Weitzenböck formula
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Clark-Ocone formula
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Brownian motion
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Lie group
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Poisson process
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