On the Clark-Ocone Theorem for Fractional Brownian Motions with Hurst Parameter bigger than a Half
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Publication:4464388
DOI10.1080/19451120310001642613zbMath1043.60027OpenAlexW2161329327MaRDI QIDQ4464388
Christian Bender, Robert J. Elliott
Publication date: 27 May 2004
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/19451120310001642613
fractional Brownian motionquasi-conditional expectationfractional Clark-Ocone formulafractional chaos expansion
Gaussian processes (60G15) White noise theory (60H40) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
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