Functions of bounded variation on the classical Wiener space and an extended Ocone-Karatzas formula
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Publication:429294
DOI10.1016/j.spa.2012.03.010zbMath1255.60089arXiv1109.5071WikidataQ62043503 ScholiaQ62043503MaRDI QIDQ429294
Dario Trevisan, Maurizio Pratelli
Publication date: 19 June 2012
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1109.5071
60J65: Brownian motion
60H07: Stochastic calculus of variations and the Malliavin calculus
28C20: Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.)
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