{"title":"有相互作用的方程的解的克拉克表示公式","authors":"Jasmina DJordjevi'c, A. Dorogovtsev","doi":"10.37863/tsp-5223424922-78","DOIUrl":null,"url":null,"abstract":"\nIn this paper an analogue of the Clark-Ocone representation for solution to measure-valued equation with interaction is studied. It is proved that the integrand is absolutely continuous with respect to Lebesgue measure.\n","PeriodicalId":38143,"journal":{"name":"Theory of Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"2021-03-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"4","resultStr":"{\"title\":\"Clark representation formula for the solution to equation with interaction\",\"authors\":\"Jasmina DJordjevi'c, A. Dorogovtsev\",\"doi\":\"10.37863/tsp-5223424922-78\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\\nIn this paper an analogue of the Clark-Ocone representation for solution to measure-valued equation with interaction is studied. It is proved that the integrand is absolutely continuous with respect to Lebesgue measure.\\n\",\"PeriodicalId\":38143,\"journal\":{\"name\":\"Theory of Stochastic Processes\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2021-03-08\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"4\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Theory of Stochastic Processes\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.37863/tsp-5223424922-78\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"Mathematics\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Theory of Stochastic Processes","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.37863/tsp-5223424922-78","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"Mathematics","Score":null,"Total":0}
Clark representation formula for the solution to equation with interaction
In this paper an analogue of the Clark-Ocone representation for solution to measure-valued equation with interaction is studied. It is proved that the integrand is absolutely continuous with respect to Lebesgue measure.
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