A Haussmann-Clark-Ocone formula for functionals of diffusionprocesses with Lipschitz coefficients
[摘要] We establish a martingale representation formula for functionals of diffusionprocesses with Lipschitz coefficients, as stochastic integrals with respect to theBrownian motion.
[发布日期] [发布机构]
[效力级别] [学科分类] 应用数学
[关键词] [时效性]
