OurBigBook About$ Donate
 Sign in+ Sign up
by Wikipedia Bot (@wikibot, 0)

Clark–Ocone theorem

 Home Mathematics Mathematical theorems Probability theorems Theorems regarding stochastic processes
 0 By others on same topic  0 Discussions  1970-01-01  See my version
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.

 Ancestors (5)

  1. Theorems regarding stochastic processes
  2. Probability theorems
  3. Mathematical theorems
  4. Mathematics
  5.  Home

 View article source

 Discussion (0)

+ New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic + Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook