Explicit formulae for time-space Brownian chaos

Bernoulli

Volumn 9, Issue 1, 2003, Pages 25-48

  Peccati, Giovanni ^a,b  

^a SORBONNE UNIVERSITÉ   (France)

^b BOCCONI UNIVERSITY   (Italy)

Author keywords

Brownian bridge; Brownian motion; Clark Ocone formula; Enlargement of filtrations; Hardy operators; Static hedging; Stroock's formula; Time space chaos

Indexed keywords

EID: 3242784870     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/bj/1068129009     Document Type: Article

References (21)

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