{"entities":{"Q1019087":{"pageid":1020935,"ns":120,"title":"Item:Q1019087","lastrevid":69431574,"modified":"2026-04-13T06:57:18Z","type":"item","id":"Q1019087","labels":{"en":{"language":"en","value":"Clark-Ocone formula and variational representation for Poisson functionals"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5558291"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1019087$A83C7D98-47A5-4FC8-90FA-A4515FE72905","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"0b6e2d91d701dc316d8a76c9f78e8aa4114f2820","datavalue":{"value":{"text":"Clark-Ocone formula and variational representation for Poisson functionals","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1019087$796C7FC2-55ED-41B2-BB4F-043A55F8B5E4","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"7985eabcd691e9d3d82138821afbfbb34a8da7cf","datavalue":{"value":"1179.60037","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1019087$B7BA3881-6178-4862-AE0C-8C828F44C064","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"84068d6c3acc707b12f5d2fa7384cf601ea60d05","datavalue":{"value":"10.1214/08-AOP411","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1019087$E95C5025-DDB0-4BD5-B713-86026EBF6065","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"8baa2bf79f18bf2b638ad0b3c3b206b10a4e70ad","datavalue":{"value":{"entity-type":"item","numeric-id":225981,"id":"Q225981"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1019087$EB177E43-43C9-42A2-8BC4-96AC985F51B0","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"c9d829dece3e2d330deed49a6cb836edc666e294","datavalue":{"value":{"entity-type":"item","numeric-id":107063,"id":"Q107063"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1019087$2DEFEAD4-BA3E-4F10-AE09-51AFEE41A46A","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"9ce65d071e7340c2588abccb76c05f02030105cc","datavalue":{"value":{"time":"+2009-05-27T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1019087$8D244CC6-38A2-48EB-A962-85B72603C3D0","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"0c36a8c45342eed952b2d89d601eb32af0313ef6","datavalue":{"value":"https://arxiv.org/abs/0906.1721","type":"string"},"datatype":"url"},"type":"statement","id":"Q1019087$9D75A2E0-EDA1-4644-8D03-501271F5D2C0","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"a5b6c523d9678c730ddc585629b2b45891e2acd2","datavalue":{"value":"Consider a bounded variable \\(F\\) defined on a Poisson space. The aim of this article is to give a variational formula for the Laplace transform of \\(F\\). More precisely, \\(-\\log E[e^{-F}]\\) is written as the infimum, with respect to a predictable process \\(\\phi\\), of the expectation of some functional involving \\(\\phi\\).   The basic tool is a general variational formula which was obtained by \\textit{P. Dupuis} and \\textit{R. S. Ellis} [A weak convergence approach to the theory of large deviations. Chichester: John Wiley \\& Sons. ((1997; Zbl 0904.60001)], and which involves some relative entropies. In order to adapt this formula to the particular case of a Poisson space, the author uses a Clark-Ocone formula. He deduces the desired formula, and another one which is valid under additional assumptions. In the last section, he discusses the relations between these additional assumptions and a mass transportation problem.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1019087$3EE36968-8379-4993-8470-0CB22E400271","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"8b78e5c918539debe5d08403a60614f38f20bb1c","datavalue":{"value":{"entity-type":"item","numeric-id":590986,"id":"Q590986"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1019087$34C2678D-F699-489B-AA2C-87305D7EA77C","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"4187c789cd3cc2284fdbe869bc1aa730ffdee026","datavalue":{"value":"60H07","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1019087$4D48E9F9-DEA4-4A48-B126-5ADA5C918EB4","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"b2191e7e9ec12d298c8020b218e1d3dbdbc96072","datavalue":{"value":"5558291","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1019087$B9E634DF-EA46-4D32-81AF-FD84D4887A43","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a66815c514555838ac722e3281d04b7cd0a1839c","datavalue":{"value":"Clark-Ocone formula","type":"string"},"datatype":"string"},"type":"statement","id":"Q1019087$3D1B5150-C0C7-4F95-876B-01B667B684AA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2ccf76976a13ae1372720e19e38111b619615496","datavalue":{"value":"variational representation","type":"string"},"datatype":"string"},"type":"statement","id":"Q1019087$36918278-D310-4E5B-A299-3F877245C9A6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"28bfc2d6432a5a442013d0128cef0f580ce7933e","datavalue":{"value":"Poisson functional","type":"string"},"datatype":"string"},"type":"statement","id":"Q1019087$4F113743-EBD0-4C91-8FD9-DC5870695472","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"69bbc9017954d1cca2a6491b248af83bafad6024","datavalue":{"value":"Girsanov theorem","type":"string"},"datatype":"string"},"type":"statement","id":"Q1019087$9EEC905C-E4A8-4929-B8C2-FE7362B7573F","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1019087$31A5CA32-314F-4E7E-8989-08B047A47943","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"9b8986ff5a3eaf499f336d1b752aea157fa8493a","datavalue":{"value":{"entity-type":"item","numeric-id":1307458,"id":"Q1307458"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1019087$4F8805B4-D5B3-4D4F-8705-3F1F813AD948","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6b959134b9bda63f4d6fe83784a91004f188cf07","datavalue":{"value":{"entity-type":"item","numeric-id":1964762,"id":"Q1964762"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1019087$A2CCC4A9-16B9-4BEE-A465-6B8815FB15E0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c968f5a43cb2e76d2bb41f4eae80e7561f740519","datavalue":{"value":{"entity-type":"item","numeric-id":2772038,"id":"Q2772038"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1019087$7A80A016-3613-44A3-9811-844172FF307F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e7202783f5438e02a2389192ff99195bb9d84f06","datavalue":{"value":{"entity-type":"item","numeric-id":4388221,"id":"Q4388221"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1019087$886AB92F-1640-4C17-9CCF-B8434E484057","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"67884526448d0b54cfab8c9b947e5cfffdeb549e","datavalue":{"value":{"entity-type":"item","numeric-id":4534874,"id":"Q4534874"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1019087$97FCDCB1-7366-4AB1-834A-15E6B73C0E1E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cb4c7dd766cf225880f8a11187ce72c05554aaac","datavalue":{"value":{"entity-type":"item","numeric-id":3876158,"id":"Q3876158"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1019087$13C5D0AA-7E0D-4898-82EF-EA380D3DD80F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0468d35d14c3a6ba54f6cefb7aad784ea4810d5b","datavalue":{"value":{"entity-type":"item","numeric-id":4057370,"id":"Q4057370"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1019087$52229EFB-357F-4ED3-BF5C-23554BF86889","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4b0fb25dd81bcef923c1cd92e9466d21bae4d651","datavalue":{"value":{"entity-type":"item","numeric-id":4826122,"id":"Q4826122"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1019087$E4A600B2-A278-4AB8-9377-EA95F9D05BCE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8470b8ce10f91c3d09012c6506bfb8fd3d3702cb","datavalue":{"value":{"entity-type":"item","numeric-id":1879485,"id":"Q1879485"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1019087$EE804D1E-5264-43E0-9197-820D08CD85C0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"23bed7506874310355fff12383c11b903c05008c","datavalue":{"value":{"entity-type":"item","numeric-id":5533878,"id":"Q5533878"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1019087$9A7E218F-0CCF-4820-B052-18EAFA5C4699","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"03508db8afd9eab0464820a5ad522a89baeb333a","datavalue":{"value":{"entity-type":"item","numeric-id":1922097,"id":"Q1922097"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1019087$F42658D0-7A19-4B27-813B-F198774BC121","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"04ddac4afe80a8a59685bf09dd9dd6f961041815","datavalue":{"value":{"entity-type":"item","numeric-id":1920460,"id":"Q1920460"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1019087$F7E85E06-2380-4452-B344-7333B343508E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0b1f07f215b8845d0e14fbc598ce765816467c1d","datavalue":{"value":{"entity-type":"item","numeric-id":1306269,"id":"Q1306269"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1019087$B790DAFE-59EA-49A5-BBD9-CE4EACADEC96","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3be3c20c64787864f48aa0ce4ca322a6231210f4","datavalue":{"value":{"entity-type":"item","numeric-id":4435813,"id":"Q4435813"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1019087$DC991994-AFA6-4BC7-BC2F-C2306362AB19","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"67b1b5c1ac633c6d72489041a324f0ace4e9f5c2","datavalue":{"value":{"entity-type":"item","numeric-id":1397324,"id":"Q1397324"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1019087$06F4B146-003E-400B-8A6B-8AB6FDE3D0A0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f21dff14bc4ae8b8eaf551041861c257ed31ef1e","datavalue":{"value":{"entity-type":"item","numeric-id":557040,"id":"Q557040"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1019087$8A959F9D-07AB-44AD-8272-B9B53DEBEE12","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a64e068a88050988a02e908891394e7a78854484","datavalue":{"value":{"entity-type":"item","numeric-id":2572084,"id":"Q2572084"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1019087$FED0567C-6254-4325-B56D-1ABEACBFC657","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ad72e217a7a15084b48bbbfec48f1a105cb2657e","datavalue":{"value":{"entity-type":"item","numeric-id":932540,"id":"Q932540"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1019087$19B5716D-ED2E-4E24-BC19-5E47ED82D128","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"71ca408c93c7c4f46839ebd89ae1e7e32b51b47b","datavalue":{"value":{"entity-type":"item","numeric-id":4303982,"id":"Q4303982"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1019087$EF386557-8689-4E96-A48C-21FD28153DA1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"54ac43afa6636ce7bc503650e9a79bc17e1c1385","datavalue":{"value":{"entity-type":"item","numeric-id":4805362,"id":"Q4805362"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1019087$18712026-73D6-4A56-9340-5B2073F447D4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b1122fd0aa72fa02af478d49bbe8e306d3178926","datavalue":{"value":{"entity-type":"item","numeric-id":965067,"id":"Q965067"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1019087$0A5B0C85-2C27-4917-8C14-62F145B6DD14","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"c25301d399c9b05af5903e602ae2cdfb3bc3dbc6","datavalue":{"value":"W2077493276","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1019087$A23E909A-DF0B-4C62-B8BF-8A0EDB346953","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"baa4f334360b8490f2860838a2a88a068d0f65ce","datavalue":{"value":{"entity-type":"item","numeric-id":3605607,"id":"Q3605607"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8033e327bcae5af2481778ce2511a074d9f27979","datavalue":{"value":{"amount":"+0.8370850682258606","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1019087$2BE36ADE-1428-4AFA-BA61-7FA9BC4F2484","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f3a5879e42e2c4ee4cc3b57609e95eaccb2c710e","datavalue":{"value":{"entity-type":"item","numeric-id":720739,"id":"Q720739"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"31e79b733bff29f9b95d87d810e1d989bb0a9efe","datavalue":{"value":{"amount":"+0.8221180438995361","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1019087$06E38D6B-56A6-4778-871E-05DB8B082FFF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a2e03541f75d78a07b2ec1af46011c1a9c579807","datavalue":{"value":{"entity-type":"item","numeric-id":2787538,"id":"Q2787538"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f0c3c699a8b4d9fd9af30bf30f87e4cd18ed884a","datavalue":{"value":{"amount":"+0.8053826689720154","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1019087$2083BF46-79AA-4FA9-9212-BD5415DC41D0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"19959809c3c996def04401c12eff34c39b57ff84","datavalue":{"value":{"entity-type":"item","numeric-id":2577512,"id":"Q2577512"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7d369df726a9b18f12481611d44d768d20772650","datavalue":{"value":{"amount":"+0.7988478541374207","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1019087$07158C8E-F1C1-4C02-9E13-5C5C57AD8AF3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2e35135a7dc2150973fcb9d44c157e8fb15bed02","datavalue":{"value":{"entity-type":"item","numeric-id":1681607,"id":"Q1681607"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1d9a2675a95f1884bc0fc12207b10b1df1bc07d9","datavalue":{"value":{"amount":"+0.7988224625587463","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1019087$6B1A55FB-232B-45CF-8533-AFD86A2B1D99","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Clark-Ocone formula and variational representation for Poisson functionals","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Clark-Ocone_formula_and_variational_representation_for_Poisson_functionals"}}}}}