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BV functions 1 Ocone–Karatzas formula 1 Wiener space 1
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Pratelli, M. 1 Trevisan, D. 1
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Stochastic Processes and their Applications 1
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Functions of bounded variation on the classical Wiener space and an extended Ocone–Karatzas formula
Pratelli, M.; Trevisan, D. - In: Stochastic Processes and their Applications 122 (2012) 6, pp. 2383-2399
We prove an extension of the Ocone–Karatzas integral representation, valid for all BV functions on the classical Wiener …
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