Clark–Ocone theorem
= Clark–Ocone theorem
{wiki=Clark–Ocone_theorem}
The Clark–Ocone theorem is a fundamental result in the theory of stochastic calculus and financial mathematics, particularly in the context of stochastic processes. This theorem provides a way to express a certain class of random variables (specifically, adapted, or predictable functionals of a process) in terms of an integral with respect to a martingale and a stochastic integral.