Clark–Ocone type formula for non-semimartingales with finite quadratic variation-Reference-Cited by-同舟云学术

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

Published:2011-02 Issue:3-4 Volume:349 Page:209-214
ISSN:1631-073X
Container-title:Comptes Rendus Mathematique
language:en
Short-container-title:Comptes Rendus Mathematique

Author:

Di Girolami Cristina,Russo Francesco

Publisher

Elsevier BV

Subject

General Mathematics

Reference8 articles.

1. Nonsemimartingales: Stochastic differential equations and weak Dirichlet processes;Coviello;Ann. Probab.,2007

2. Stochastic Equations in Infinite Dimensions;Da Prato,1992

3. C. Di Girolami, F. Russo, Infinite dimensional stochastic calculus via regularization and applications, HAL-INRIA, preprint, 2010, http://hal.archives-ouvertes.fr/inria-00473947/fr/.

4. Vector Integration and Stochastic Integration in Banach Spaces;Dinculeanu,2000

5. n-Covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes;Errami;Stochastic Process. Appl.,2003

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