Clark–Ocone theorem
id:
clark-ocone-theorem-314-12774275
title:
Clark–Ocone theorem
text:
In mathematics, the Clark–Ocone theorem is a theorem of stochastic analysis. It expresses the value of some function F defined on the classical Wiener space of continuous paths starting at the origin as the sum of its mean value and an Itô integral with respect to that path. It is named after the contributions of mathematicians J.M.C. Clark (1970), Daniel Ocone (1984) and U.G. Haussmann (1978).
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wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Clark%E2%80%93Ocone_theorem
date created:
date modified:
2022-10-09T21:18:28Z
main entity:
{"identifier":"Q5127710","url":"https://www.wikidata.org/entity/Q5127710"}
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fields total:
13
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13