Clark-Ocone Formula for Fractional Brownian Motion with Hurst Parameter Less Than 1/2

DOI10.1080/07362990500522460zbMath1103.60056OpenAlexW1966907652MaRDI QIDQ5488653

David Nualart, Jorge A. Leon

Publication date: 22 September 2006

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

Full work available at URL: https://doi.org/10.1080/07362990500522460

zbMATH Keywords

divergence operator

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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Cites Work

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• The Representation of Functionals of Brownian Motion by Stochastic Integrals
• Stochastic calculus with respect to Gaussian processes