On the Clark-Ocone Theorem for Fractional Brownian Motions with Hurst Parameter bigger than a Half (Q4464388): Difference between revisions

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Latest revision as of 19:13, 19 March 2024

scientific article; zbMATH DE number 2067812
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English
On the Clark-Ocone Theorem for Fractional Brownian Motions with Hurst Parameter bigger than a Half
scientific article; zbMATH DE number 2067812

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    On the Clark-Ocone Theorem for Fractional Brownian Motions with Hurst Parameter bigger than a Half (English)
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    27 May 2004
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    fractional Brownian motion
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    fractional chaos expansion
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    fractional Clark-Ocone formula
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    quasi-conditional expectation
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