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Aase, K., Oksendal, B., Privault, N. and Uboe, J. (2000) White Noise Generalizations of the Clark-Haussmann-Ocone Theorem with Application to Mathematical Finance. Finance Stochastic, 4, 465-496.
https://doi.org/10.1007/PL00013528

has been cited by the following article:

• TITLE: A Generalization of the Clark-Ocone Formula

  AUTHORS: Mahmmoud Salih, Sulieman Jomah

  KEYWORDS: White Noise, Malliavin Calculus, Wick Product, Brownian Motion

  JOURNAL NAME: Journal of Applied Mathematics and Physics, Vol.6 No.7, July 19, 2018

  ABSTRACT: 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.