ON WEIGHTEDL2(Ω)-SPACES, THEIR DUALS AND ITÔ INTEGRATION

DOI10.1081/SAP-100002014zbMath0988.60054OpenAlexW1976987923MaRDI QIDQ2746371

Fred Espen Benth

Publication date: 30 June 2002

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sap-100002014

zbMATH Keywords

Clark-Ocone formulageneralized random variablesItô integration

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items (1)

On stochastic integration for volatility modulated Brownian-driven Volterra processes via white noise analysis

Cites Work

• On a dual pair of spaces of smooth and generalized random variables
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: ON WEIGHTEDL²(Ω)-SPACES, THEIR DUALS AND ITÔ INTEGRATION