Clark representation formula for the solution to equation with interaction

8 Mar 2021  ·  Jasmina Đorđević, Andrey Dorogovtsev ·

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...

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Probability 60H35, 60H07, 93E03, 393E10 G.3