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Applications of the quadratic covariation differentiation theory: variants of the Clark-Ocone and Stroock's formulas
the quadratic covariation differentiation theory the Clark-Ocone and Stroock's formulas
2010/11/11
In a 2006 article (\cite{A1}), Allouba gave his quadratic covariation differentiation theory for It\^o's integral calculus. He defined the derivative of a semimartingale with respect to a Brownian mo...
The Department of Mathematics and Computer Science at the Clark University
applied mathematics 应用数学 computer science 计算机科学
2007/12/21
As a student in one of the Department of Mathematics and Computer Science at the Clark University will learn from internationally known researchers who are also dedicated teachers. Professors are curr...