Okur, Yeliz Yolcu
(Taylor&Francis LTD, 2012)
The classical Clark-Ocone theorem states that any random variable F is an element of D-1,2(W) subset of L-2 (F-T, P) can be represented as
F = E[F] + integral(T)(0) E[DtF vertical bar F-t]dWd(t),
where E[.vertical ...