An extension of the Clark–Ocone formula under benchmark measure for Lévy processes (Q4648586): Difference between revisions
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Revision as of 23:28, 19 March 2024
scientific article; zbMATH DE number 6104706
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An extension of the Clark–Ocone formula under benchmark measure for Lévy processes |
scientific article; zbMATH DE number 6104706 |
Statements
An extension of the Clark–Ocone formula under benchmark measure for Lévy processes (English)
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9 November 2012
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Clark-Ocone formula
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change of measure
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Lévy processes
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Malliavin calculus
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white noise analysis
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