The Clark-Ocone formula for vector valued Wiener functionals
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Publication:2577512
DOI10.1016/j.jfa.2004.11.012zbMath1081.60042OpenAlexW2057254918MaRDI QIDQ2577512
Publication date: 22 December 2005
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfa.2004.11.012
Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic calculus of variations and the Malliavin calculus (60H07)
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