Clark-Ocone type formulas in the Meixner white noise analysis
Clark-Ocone type formulas in the Meixner white noiseanalysis}%{In the classical Gaussian analysis the Clark-Ocone formula allowsto reconstruct an integrand if we know the It^ostochastic integral. This formula can be written in the form$$F=mathbf EF+intmathbf Eig{partial_t F|_{mathcal F_t}ig}dW_t,$$w...
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| Format: | Article |
| Language: | English |
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Vasyl Stefanyk Precarpathian National University
2011-06-01
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| Series: | Karpatsʹkì Matematičnì Publìkacìï |
| Online Access: | http://journals.pu.if.ua/index.php/cmp/article/view/75/64 |