Clark representation formula for the solution to equation with interaction
Autor: | Đorđević, Jasmina, Dorogovtsev, Andrey |
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Rok vydání: | 2021 |
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Druh dokumentu: | Working Paper |
Popis: | In this paper Clark-Ocone representation for solution to measure-valued equation with interaction is studied. It is proven that the integrand is absolutely continuous with respect to Lebesgue measure. Comment: 6 pages, 0 figures |
Databáze: | arXiv |
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