Clark representation formula for the solution to equation with interaction

Q4 Mathematics

Theory of Stochastic Processes Pub Date : 2021-03-08 DOI:10.37863/tsp-5223424922-78

Jasmina DJordjevi'c, A. Dorogovtsev

引用次数: 4

Abstract

In this paper an analogue of the Clark-Ocone representation for solution to measure-valued equation with interaction is studied. It is proved that the integrand is absolutely continuous with respect to Lebesgue measure.

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有相互作用的方程的解的克拉克表示公式

本文研究了具有相互作用的测量值方程解的一种类似的Clark-Ocone表示法。证明了被积函数相对于勒贝格测度是绝对连续的。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Theory of Stochastic Processes Mathematics-Applied Mathematics

CiteScore

0.20

自引率

0.00%

发文量