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Correction Notes: Correction to "The Representation of Functionals of Brownian Motion by Stochastic Integrals"

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Publication:5639095
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DOI10.1214/aoms/1177693186zbMath0231.60044OpenAlexW2077501468MaRDI QIDQ5639095

J. M. C. Clark

Publication date: 1971

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177693186



Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05) Martingales and classical analysis (60G46)


Related Items (8)

Quantum stochastic calculus with maximal operator domains. ⋮ A short proof of a martingale representation result ⋮ Pathwise stochastic integration and applications to the theory of continuous trading ⋮ Representation of the distributions on Wiener space and stochastic calculus of variations ⋮ Square integrable martingales orthogonal to every stochastic integral ⋮ A survey of stability of stochastic systems ⋮ A new approach to the martingale representation theorem ⋮ Applications of the Quadratic Covariation Differentiation Theory: Variants of the Clark-Ocone and Stroock's Formulas




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