有相互作用的方程的解的克拉克表示公式

Q4 Mathematics
Jasmina DJordjevi'c, A. Dorogovtsev
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引用次数: 4

摘要

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。
Clark representation formula for the solution to equation with interaction
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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来源期刊
Theory of Stochastic Processes
Theory of Stochastic Processes Mathematics-Applied Mathematics
CiteScore
0.20
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