Martingale decomposition of an \(L^2\) space with nonlinear stochastic integrals (Q5205953)
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scientific article; zbMATH DE number 7143972
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| English | Martingale decomposition of an \(L^2\) space with nonlinear stochastic integrals |
scientific article; zbMATH DE number 7143972 |
Statements
Martingale decomposition of an <i>L</i><sup>2</sup> space with nonlinear stochastic integrals (English)
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17 December 2019
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stochastic calculus
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optimization
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martingales
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orthogonal decomposition
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Clark-Ocone formula
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0.7296367287635803
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0.7222501039505005
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