On the Clark Ocone formula for the abstract Wiener space
type: Item
instance of: scholarly article
title: On the Clark Ocone formula for the abstract Wiener space
zbMATH Open document ID: 1017.60062
DOI: 10.1016/S0001-8708(02)00034-8
author: Horst Osswald
published in: Advances in Mathematics
publication date: 2003-05-25T00:00:00Z
review text: Clark-Ocone formula is one of the basical tools of the Malliavin calculus associated to an abstract Wiener space. The author gives a new proof of this formula by using tools of non-standard analysis.
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 03H05
zbMATH DE Number: 1915630
zbMATH Keywords: Clark-Ocone formula
zbMATH Keywords: Malliavin calculus
reviewed by: Rémi Léandre
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1915630