Clark representation formula for the solution to equation with interaction

Autor:	Đorđević, Jasmina, Dorogovtsev, Andrey
Rok vydání:	2021
Předmět:	Mathematics - Probability 60H35 60H07 93E03 393E10 G.3
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
Externí odkaz:	http://arxiv.org/abs/2103.04879 Zobrazit plný text záznamu View this record from Arxiv