A Haussmann-Clark-Ocone formula for functionals of diffusion processes with Lipschitz coefficients.
Bahlali, Khaled ; Mezerdi, Brahim ; Ouknine, Youssef
Journal of Applied Mathematics and Stochastic Analysis, Tome 15 (2002), p. 371-383 / Harvested from The Electronic Library of Mathematics
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Publié le : 2002-01-01
DOI : https://doi.org/10.1155/S1048953302000308
EUDML-ID : urn:eudml:doc:50554 
@article{01933144,
     title = {A Haussmann-Clark-Ocone formula for functionals of diffusion processes with Lipschitz coefficients.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {15},
     year = {2002},
     pages = {371-383},
     doi = {10.1155/S1048953302000308},
     zbl = {1030.60055},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01933144}
}

Bahlali, Khaled; Mezerdi, Brahim; Ouknine, Youssef. A Haussmann-Clark-Ocone formula for functionals of diffusion processes with Lipschitz coefficients.. Journal of Applied Mathematics and Stochastic Analysis, Tome 15 (2002) pp. 371-383. doi : 10.1155/S1048953302000308. http://gdmltest.u-ga.fr/item/01933144/