Clark-Ocone formula for generalized functionals of discrete-time normal noises

DOI10.1155/2018/2954695zbMath1461.60062arXiv1909.13290OpenAlexW3102858174MaRDI QIDQ1746780

Shuai Lin, Ailing Huang, Cai-shi Wang

Publication date: 25 April 2018

Published in: Journal of Function Spaces (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.13290

zbMATH Keywords

Clark-Ocone formulaFock transform

Mathematics Subject Classification ID

White noise theory (60H40)

Related Items (2)

Spectral integrals of Bernoulli generalized functionals ⋮ Generalized weighted number operators on functionals of discrete-time normal martingales

Cites Work

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• Characterization theorems for generalized functionals of discrete-time normal martingale
• An alternative approach to Privault's discrete-time chaotic calculus
• Convergence theorems for generalized functional sequences of discrete-time normal martingales
• Stochastic analysis of Bernoulli processes
• Clark formula and logarithmic Sobolev inequalities for Bernoulli measures
• Wick analysis for Bernoulli noise functionals
• Functional Analysis
• Equivalence of topologies and Borel fields for countably-Hilbert spaces

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