Clark representation formula for the solution to equation with interaction
Jasmina ĐorđevićAndrey Dorogovtsev
所有作者
Jasmina ĐorđevićAndrey Dorogovtsev
文献摘要
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.