An extension of the Clark–Ocone formula under benchmark measure for Lévy processes (Q4648586): Difference between revisions

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Latest revision as of 21:20, 5 July 2024

scientific article; zbMATH DE number 6104706
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English
An extension of the Clark–Ocone formula under benchmark measure for Lévy processes
scientific article; zbMATH DE number 6104706

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    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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