Weitzenböck and Clark-Ocone Decompositions for Differential Forms on the Space of Normal Martingales (Q5270101): Difference between revisions

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Revision as of 19:34, 5 March 2024

scientific article; zbMATH DE number 6734510
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English
Weitzenböck and Clark-Ocone Decompositions for Differential Forms on the Space of Normal Martingales
scientific article; zbMATH DE number 6734510

    Statements

    Weitzenböck and Clark-Ocone Decompositions for Differential Forms on the Space of Normal Martingales (English)
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    22 June 2017
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    differential forms
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    normal martingales
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    Weitzenböck formula
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    Clark-Ocone formula
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    Brownian motion
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    Lie group
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    Poisson process
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