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A Clark-Ocone formula in UMD Banach spaces
Clark-Ocone formula probability space UMD Banach space
2009/3/19
Let H be a separable real Hilbert space and let F = (Ft)t in [0,T] be the augmented filtration generated by an H-cylindrical Brownian motion WH on [0,T] on a probability space (Ω,F,P). We prove that i...