In this paper, we use a white noise approach to Malliavin calculus to prove the generalization of the Clark-Ocone formula , where E[F] denotes the generalized expectation, is the (generalized) Malliavin derivative, &a...In this paper, we use a white noise approach to Malliavin calculus to prove the generalization of the Clark-Ocone formula , where E[F] denotes the generalized expectation, is the (generalized) Malliavin derivative, ◊?is the Wick product and W(t) is the 1-dimensional Gaussian white noise.展开更多
In this paper, by using the W-transform of an operator on white noise functionals, we establish a general characterization theorem for operators on white noise functionals in term of growth condition. We also discuss ...In this paper, by using the W-transform of an operator on white noise functionals, we establish a general characterization theorem for operators on white noise functionals in term of growth condition. We also discuss convergence of operator sequences.展开更多
文摘In this paper, we use a white noise approach to Malliavin calculus to prove the generalization of the Clark-Ocone formula , where E[F] denotes the generalized expectation, is the (generalized) Malliavin derivative, ◊?is the Wick product and W(t) is the 1-dimensional Gaussian white noise.
文摘In this paper, by using the W-transform of an operator on white noise functionals, we establish a general characterization theorem for operators on white noise functionals in term of growth condition. We also discuss convergence of operator sequences.
