60H25 (60H07 60H40 60J55 60J65)We extend the Clark-Ocone formula to a suitable class of generalized Brownian functionals. As an example we derive a representation of Donsker's delta function as (limit of) a stochastic integral
The stochastic integral representation for an arbitrary random variable in a standard $L_2$-space is...
In diesem Artikel wird das Analogon des Malliavin-Kalküls für eine diskrete endliche Zeitachse entw...
Limit theorems of the type of the law of large numbers and the central limit theorem are established...
Abstract — We extend the Clark-Ocone formula to a suitable class of generalized Brownian function-al...
[[abstract]]The representation of functionals of Brownian motion in terms of stochastic integral wit...
In the classical Gaussian analysis the Clark-Ocone formula allows to reconstruct an integrand if we ...
de Faria M, Joao Oliveira M, Streit L. A Generalized Clark-Ocone Formula. Random Operators & Sto...
This thesis consists of two parts, each part concentrating on a different problem from the theory of...
We use a white noise approach to Malliavin calculus to prove the following white noise generalizatio...
We prove the white noise generalization of the Clark-Ocone formula under change of measure by using ...
In this dissertation we explore aspects of Itô's formula and the Martingale Representation Theorem w...
AbstractTo obtain a sufficiently rich class of nonlinear functionals of white noise, resp. the Wiene...
AbstractIn this paper, a theory of generalized functions is established on an arbitrary abstract Wie...
[[abstract]]A theory of generalized functions based on the complex Brownian motion Z(t) established ...
Using Clark-Ocone formula, explicit martingale representations for path-dependent Brownian functiona...
The stochastic integral representation for an arbitrary random variable in a standard $L_2$-space is...
In diesem Artikel wird das Analogon des Malliavin-Kalküls für eine diskrete endliche Zeitachse entw...
Limit theorems of the type of the law of large numbers and the central limit theorem are established...
Abstract — We extend the Clark-Ocone formula to a suitable class of generalized Brownian function-al...
[[abstract]]The representation of functionals of Brownian motion in terms of stochastic integral wit...
In the classical Gaussian analysis the Clark-Ocone formula allows to reconstruct an integrand if we ...
de Faria M, Joao Oliveira M, Streit L. A Generalized Clark-Ocone Formula. Random Operators & Sto...
This thesis consists of two parts, each part concentrating on a different problem from the theory of...
We use a white noise approach to Malliavin calculus to prove the following white noise generalizatio...
We prove the white noise generalization of the Clark-Ocone formula under change of measure by using ...
In this dissertation we explore aspects of Itô's formula and the Martingale Representation Theorem w...
AbstractTo obtain a sufficiently rich class of nonlinear functionals of white noise, resp. the Wiene...
AbstractIn this paper, a theory of generalized functions is established on an arbitrary abstract Wie...
[[abstract]]A theory of generalized functions based on the complex Brownian motion Z(t) established ...
Using Clark-Ocone formula, explicit martingale representations for path-dependent Brownian functiona...
The stochastic integral representation for an arbitrary random variable in a standard $L_2$-space is...
In diesem Artikel wird das Analogon des Malliavin-Kalküls für eine diskrete endliche Zeitachse entw...
Limit theorems of the type of the law of large numbers and the central limit theorem are established...
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