A clark-ocone formula in UMD Banach spaces.

Maas, Jan; Van Neerven, Jan

Electronic Communications in Probability [electronic only] (2008)

  • Volume: 13, page 151-164
  • ISSN: 1083-589X

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Maas, Jan, and Van Neerven, Jan. "A clark-ocone formula in UMD Banach spaces.." Electronic Communications in Probability [electronic only] 13 (2008): 151-164. <http://eudml.org/doc/228234>.

@article{Maas2008,
author = {Maas, Jan, Van Neerven, Jan},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {clark-ocone formula; UMD spaces; Malliavin calculus; skorokhod integral; - radonifying operators; -boundedness; Stein inequality; - radonifying operators; -boundedness},
language = {eng},
pages = {151-164},
publisher = {University of Washington},
title = {A clark-ocone formula in UMD Banach spaces.},
url = {http://eudml.org/doc/228234},
volume = {13},
year = {2008},
}

TY - JOUR
AU - Maas, Jan
AU - Van Neerven, Jan
TI - A clark-ocone formula in UMD Banach spaces.
JO - Electronic Communications in Probability [electronic only]
PY - 2008
PB - University of Washington
VL - 13
SP - 151
EP - 164
LA - eng
KW - clark-ocone formula; UMD spaces; Malliavin calculus; skorokhod integral; - radonifying operators; -boundedness; Stein inequality; - radonifying operators; -boundedness
UR - http://eudml.org/doc/228234
ER -

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