A clark-ocone formula in UMD Banach spaces
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Publication:1038867
DOI10.1214/ECP.v13-1361zbMath1189.60111arXiv0709.2021MaRDI QIDQ1038867
Jan Maas, J. M. A. M. van Neerven
Publication date: 20 November 2009
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0709.2021
Malliavin calculus; UMD spaces; clark-ocone formula; \(\gamma \)- radonifying operators; \(\gamma \)-boundedness; skorokhod integral; Stein inequality
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