White noise analysis for Lévy processes.

DOI10.1016/S0022-1236(03)00184-8zbMath1078.60054MaRDI QIDQ1425153

Giulia Di Nunno, Bernt Øksendal, Frank Norbert Proske

Publication date: 15 March 2004

Published in: Journal of Functional Analysis (Search for Journal in Brave)

zbMATH Keywords

Malliavin derivativesChaos expansionsGeneralized Clark-Haussmann-Ocone formulaPortfolios in financial markets

Mathematics Subject Classification ID

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