Clark-Ocone type formulas on the spaces of regular basic and generalized functions in the analysis of Levy white noise
In the classical Gaussian analysis the Clark-Ocone formula can be written in the form $$ F=\mathbf{E}{F}+\int\mathbf{E}\big(\partial_t F|_{\mathcal F_t}\big)\,dW_t, $$ where a function (a random variable) $F$ is square integrable with respect to the Gaussian measure and differentiable by Hida; $\ma...
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| Date: | 2023 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Ukrainian |
| Published: |
Інститут математики НАН України
2023
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| Online Access: | https://trim.imath.kiev.ua/index.php/trim/article/view/529 |
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| Journal Title: | Transactions of Institute of Mathematics of NAS of Ukraine |
| Download file: |  |