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White Noise Generalization of the Clark-Ocone Formula Under Change of Measure |
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| Authors: | Yeliz Yolcu Okur |
| Institution: | 1. Centre of Mathematics for Applications (CMA), Institute of Mathematics , University of Oslo , Oslo, Norway;2. Institute of Applied Mathematics , Middle East Technical University , Ankara, Turkey yelizy@math.uio.no |
| Abstract: | |
| Keywords: | Change of measure Clark-Ocone formula (Hida) Malliavin derivative Malliavin calculus |