Clark-Ocone formula and variational representation for Poisson functionals
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Publication:1019087
DOI10.1214/08-AOP411zbMath1179.60037arXiv0906.1721OpenAlexW2077493276MaRDI QIDQ1019087
Publication date: 27 May 2009
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0906.1721
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