A non-compensated Clark-Ocone formula for functionals of counting processes (Q6960464)
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scientific article; zbMATH DE number 8062700
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| English | A non-compensated Clark-Ocone formula for functionals of counting processes |
scientific article; zbMATH DE number 8062700 |
Statements
A non-compensated Clark-Ocone formula for functionals of counting processes (English)
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14 July 2025
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Hawkes processes
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Poisson imbedding representation
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Malliavin calculus
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Clark-Ocone formula
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