A clark-ocone formula in UMD Banach spaces

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

zbMATH Keywords

Malliavin calculus; UMD spaces; clark-ocone formula; \(\gamma \)- radonifying operators; \(\gamma \)-boundedness; skorokhod integral; Stein inequality

Mathematics Subject Classification ID

60H05: Stochastic integrals

60H07: Stochastic calculus of variations and the Malliavin calculus

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