Publication
A generalized clark-ocone formula
| dc.contributor.author | Faria, Margarida de | |
| dc.contributor.author | Oliveira, Maria João | |
| dc.contributor.author | Streit, Ludwig | |
| dc.date.accessioned | 2010-11-08T12:22:31Z | |
| dc.date.available | 2010-11-08T12:22:31Z | |
| dc.date.issued | 2000 | |
| dc.description | 60H25 (60H07 60H40 60J55 60J65) | por |
| dc.description.abstract | 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. | por |
| dc.identifier.citation | Faria, Margarida de; Oliveira, Maria João; Streit, Ludwing - A generalized clark-ocone formula. "Random Operators and Stochastic Equations" [Em linha]. ISSN 096-6362 (Print) 1569-397X (Online). Vol. 8, nº 2 (2000), p. 163-174 | por |
| dc.identifier.issn | 0926-6362 | |
| dc.identifier.issn | 1569-397X | |
| dc.identifier.other | DOI: 10.1515/rose.2000.8.2.163 | |
| dc.identifier.uri | http://hdl.handle.net/10400.2/1658 | |
| dc.language.iso | eng | por |
| dc.publisher | de Gruyter | por |
| dc.relation.publisherversion | DOI: 10.1515/rose.2000.8.2.163 | |
| dc.subject | Clark-ocone formula | por |
| dc.subject | White noise analysis | por |
| dc.title | A generalized clark-ocone formula | por |
| dc.type | journal article | |
| dspace.entity.type | Publication | |
| oaire.citation.endPage | 174 | por |
| oaire.citation.startPage | 163 | por |
| oaire.citation.title | Random Operators and Stochastic Equations | por |
| person.familyName | Oliveira | |
| person.givenName | Maria João | |
| person.identifier.ciencia-id | DD1B-3964-2168 | |
| person.identifier.orcid | 0000-0002-4027-9849 | |
| person.identifier.scopus-author-id | 24473078000 | |
| rcaap.rights | openAccess | por |
| rcaap.type | article | por |
| relation.isAuthorOfPublication | 73548978-4e91-4a20-bc3c-c62106297626 | |
| relation.isAuthorOfPublication.latestForDiscovery | 73548978-4e91-4a20-bc3c-c62106297626 |