{"entities":{"Q1394562":{"pageid":1405302,"ns":120,"title":"Item:Q1394562","lastrevid":70322634,"modified":"2026-04-13T13:59:29Z","type":"item","id":"Q1394562","labels":{"en":{"language":"en","value":"A Haussmann-Clark-Ocone formula for functionals of diffusion processes with Lipschitz coefficients"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1933144"}},"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":"Q1394562$D84F5287-0521-4F96-8D8C-CAC83D000350","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"012a2622a90a5be302a120b0a34788ad85da14fd","datavalue":{"value":{"text":"A Haussmann-Clark-Ocone formula for functionals of diffusion processes with Lipschitz coefficients","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1394562$B33FBCE5-4467-4C7F-9A62-7DF71F68829C","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"5e3323d870cdbcec97e580c2afd275146ec552bc","datavalue":{"value":"1030.60055","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1394562$B16D6141-ADC2-4CB0-B659-425C5781E9ED","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"0a302a01eecd07f41b369c13de935fa96eeead46","datavalue":{"value":"10.1155/S1048953302000308","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1394562$00DFEA54-2F10-407D-8BD5-448A097204CD","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"66000680abb846f08cf308f88ea2bb4766ff3330","datavalue":{"value":{"entity-type":"item","numeric-id":367198,"id":"Q367198"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1394562$4B4DCF04-87CE-47EF-8052-BE4EDA43785A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"59e64d52eccf365b906791c722f83e601cd1be3b","datavalue":{"value":{"entity-type":"item","numeric-id":375181,"id":"Q375181"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1394562$67EA2D96-BC84-4C78-84BE-456027CD924B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"d76916860e4f3e26ed06e09e550da1b38c503fea","datavalue":{"value":{"entity-type":"item","numeric-id":351527,"id":"Q351527"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1394562$C4B5E05B-B255-4114-A5FF-1956CAD7D067","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"c1e252a888c16487ff7daebdfc93e2199d147562","datavalue":{"value":{"entity-type":"item","numeric-id":177564,"id":"Q177564"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1394562$F764078A-FB52-4AAD-A08B-B4778DA32AD3","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"4895f1c2b2fa5f03866021d880ae705f028de523","datavalue":{"value":{"time":"+2004-02-08T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1394562$68C683B3-E10F-4C51-BE70-73A2DF8527E6","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"854d3bafc375e419b742aea0fb8a920a50bb43cf","datavalue":{"value":"https://eudml.org/doc/50554","type":"string"},"datatype":"url"},"type":"statement","id":"Q1394562$DAB568E9-A883-40AC-9C86-BFB8D585F409","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"9ad0341cc41029dfd380d51b7feba07625eddc33","datavalue":{"value":"The authors obtain an integral representation (with respect to Brownian motion) for a class of functionals of the diffusion process solution to the stochastic differential equation  \\[ dX_t= b(t, X_t) dt+ \\sigma(t, X_t) dW_t \\]  with Lipschitz coefficients \\(b\\) and \\(\\sigma\\). The usual assumption in this kind of problems is the differentiability of the coefficients \\(b\\) and \\(\\sigma\\). Using generalized derivatives of the coefficients, the authors obtain the integral representation in the nondegenerate case and in the degenerate case. In this last case they also use the Malliavin calculus.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1394562$885B11CF-4BCF-40E7-AA59-A25BA79D2774","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"51d7ffc9a312394f5137c9b521eb28636d754799","datavalue":{"value":{"entity-type":"item","numeric-id":185106,"id":"Q185106"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1394562$3051A8DC-D03B-4689-BCB7-DB8492EC3412","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"d6f662de1b095b502c93ec7a49ec0ea03ff85766","datavalue":{"value":"60H15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1394562$48F02621-AE29-4349-B998-FD65EBFF63E8","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"3a180ded755873765b1ea7265b1dafed54c76334","datavalue":{"value":"1933144","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1394562$6FA652BA-FC91-4406-8D84-0E82397733C0","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"08c8d5eb80436dc75c50fd8573f2beb6af1167c5","datavalue":{"value":"stochastic differential equation","type":"string"},"datatype":"string"},"type":"statement","id":"Q1394562$D8B1C965-1E20-4C5C-BF55-A6A1DEEDD09B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f2b534f4d9e029a12b159d724ed6fc92ee614325","datavalue":{"value":"Hausmann-Clark-Ocone formula","type":"string"},"datatype":"string"},"type":"statement","id":"Q1394562$992984C9-495A-4E6D-9AEE-B5161D84BDB9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b66be9c6d0ef7c7ba4d1155834f876833e89f109","datavalue":{"value":"martingale representation","type":"string"},"datatype":"string"},"type":"statement","id":"Q1394562$B5558EFF-C5DE-4DC8-852E-25473C3AE403","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":"Q1394562$78AF9AFC-4B41-444B-8641-E9A4B1A817E4","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"f013c2abdc9563c8dbb7399f40c2e8554e3f3c15","datavalue":{"value":"W2106779384","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1394562$99CCB988-7D38-43D0-9C3D-C0BE381B4E44","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2f7668acaf5442de6c3ea9b17809ef61f082e6b2","datavalue":{"value":{"entity-type":"item","numeric-id":3330239,"id":"Q3330239"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f4415ec3aea31f153825d95b2136bc56c6ee7045","datavalue":{"value":{"amount":"+0.8190918564796448","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1394562$E070DC83-98D8-40D6-A3A1-97EE475B46CD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"85b963ea72b348adc14d84695bd5ab11bf2ed143","datavalue":{"value":{"entity-type":"item","numeric-id":4036135,"id":"Q4036135"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"007c5fefe8d4ba2164b558a4b20a215417b97bf7","datavalue":{"value":{"amount":"+0.8072442412376404","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":"Q1394562$9C2B7BA3-6C20-4E8B-8B61-EA533920078C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"febfdf440eb5394546ea334a552f33650db4d6b2","datavalue":{"value":{"entity-type":"item","numeric-id":5091402,"id":"Q5091402"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"cb2b4cb94bb606115fd01e8fbffebad928907ea3","datavalue":{"value":{"amount":"+0.8059065937995911","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1394562$ABF3C8DB-A297-468C-AE30-E9B6D9A6C62B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a459342440179e083ff553645ef0b473c187f61f","datavalue":{"value":{"entity-type":"item","numeric-id":3787173,"id":"Q3787173"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0d69fa776e9329ec5c9424e559b078a15f3f4257","datavalue":{"value":{"amount":"+0.7846996784210205","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":"Q1394562$869AAFEB-2FAA-4C62-8273-F0723759A31C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1831ddc9f02f82d90620d2b7a50ab2848bac0361","datavalue":{"value":{"entity-type":"item","numeric-id":1823544,"id":"Q1823544"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"00f461c4ee57172edc8715950debb9872f7f1434","datavalue":{"value":{"amount":"+0.7719650268554688","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1394562$BB8C9A82-197D-4020-B87B-AEE3F16C12A8","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"A Haussmann-Clark-Ocone formula for functionals of diffusion processes with Lipschitz coefficients","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/A_Haussmann-Clark-Ocone_formula_for_functionals_of_diffusion_processes_with_Lipschitz_coefficients"}}}}}