scientific article; zbMATH DE number 6475451
From MaRDI portal
Publication:2941870
Recommendations
- scientific article; zbMATH DE number 6122975
- White noise generalization of the Clark-Ocone formula under change of measure
- Clark-Ocone formula by the S-transform on the Poisson white noise space
- Two generalizations of Mehler's formula in white noise analysis
- Clark-Ocone formula for generalized functionals of discrete-time normal noises
- Формули типу Кларка-Окона на просторах регулярних основних і узагальнених функцій в аналізі білого шуму Леві
- The integration by parts formula in the Meixner white noise analysis
- White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance
- scientific article; zbMATH DE number 1984449
Cited in
(4)- A discrete-time Clark-Ocone formula and its application to an error analysis
- scientific article; zbMATH DE number 6122975 (Why is no real title available?)
- On Wick calculus and its relationship with stochastic integration on spaces of regular test functions in the Lévy white noise analysis
- Формули типу Кларка-Окона на просторах регулярних основних і узагальнених функцій в аналізі білого шуму Леві
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2941870)
