Clark–Ocone type formula for non-semimartingales with...

Comptes Rendus Mathematique 2011 Vol. 349; Iss. 3-4

Clark–Ocone type formula for non-semimartingales with finite quadratic variation

Cristina Di Girolami, Francesco Russo
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Volume:
349
Year:
2011
Language:
french
Pages:
6
DOI:
10.1016/j.crma.2010.11.032
File:
PDF, 186 KB
french, 2011
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