Add to ORKGde Faria M, Joao Oliveira M, Streit L. A Generalized Clark-Ocone Formula. Random Operators & Stochastic Equations. 2000;8(2):163-174
Grothaus M, Kondratiev Y, Streit L. Regular generalized functions in Gaussian analysis. INFINITE DIM...
We give a generalization of the one form of the Donnelly-Tavar´e-Griffiths(DTG) formula. It contains...
We investigate a class of random operator equations, generalize a famous theorem, and obtain some ne...
Abstract — We extend the Clark-Ocone formula to a suitable class of generalized Brownian function-al...
60H25 (60H07 60H40 60J55 60J65)We extend the Clark-Ocone formula to a suitable class of generalized ...
Using covariance identities based on the Clark-Ocone representation formula we derive Gaussian densi...
In the classical Gaussian analysis the Clark-Ocone formula allows to reconstruct an integrand if we ...
In diesem Artikel wird das Analogon des Malliavin-Kalküls für eine diskrete endliche Zeitachse entw...
The Clark-Ocone formula in the theory of discrete-time chaotic calculus holds only for square integr...
[[abstract]]The representation of functionals of Brownian motion in terms of stochastic integral wit...
The main questions concerning random operator equations are essentially the same as those of determi...
We use a white noise approach to Malliavin calculus to prove the following white noise generalizatio...
Delft Institute of Applied MathematicsElectrical Engineering, Mathematics and Computer Scienc
The stochastic integral representation for an arbitrary random variable in a standard $L_2$-space is...
We prove the white noise generalization of the Clark-Ocone formula under change of measure by using ...
Grothaus M, Kondratiev Y, Streit L. Regular generalized functions in Gaussian analysis. INFINITE DIM...
We give a generalization of the one form of the Donnelly-Tavar´e-Griffiths(DTG) formula. It contains...
We investigate a class of random operator equations, generalize a famous theorem, and obtain some ne...
Abstract — We extend the Clark-Ocone formula to a suitable class of generalized Brownian function-al...
60H25 (60H07 60H40 60J55 60J65)We extend the Clark-Ocone formula to a suitable class of generalized ...
Using covariance identities based on the Clark-Ocone representation formula we derive Gaussian densi...
In the classical Gaussian analysis the Clark-Ocone formula allows to reconstruct an integrand if we ...
In diesem Artikel wird das Analogon des Malliavin-Kalküls für eine diskrete endliche Zeitachse entw...
The Clark-Ocone formula in the theory of discrete-time chaotic calculus holds only for square integr...
[[abstract]]The representation of functionals of Brownian motion in terms of stochastic integral wit...
The main questions concerning random operator equations are essentially the same as those of determi...
We use a white noise approach to Malliavin calculus to prove the following white noise generalizatio...
Delft Institute of Applied MathematicsElectrical Engineering, Mathematics and Computer Scienc
The stochastic integral representation for an arbitrary random variable in a standard $L_2$-space is...
We prove the white noise generalization of the Clark-Ocone formula under change of measure by using ...
Grothaus M, Kondratiev Y, Streit L. Regular generalized functions in Gaussian analysis. INFINITE DIM...
We give a generalization of the one form of the Donnelly-Tavar´e-Griffiths(DTG) formula. It contains...
We investigate a class of random operator equations, generalize a famous theorem, and obtain some ne...