On the Clark Ocone formula for the abstract Wiener space (Q1874461): Difference between revisions
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| Language | Label | Description | Also known as |
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| English | On the Clark Ocone formula for the abstract Wiener space |
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On the Clark Ocone formula for the abstract Wiener space (English)
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25 May 2003
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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.
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Clark-Ocone formula
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Malliavin calculus
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