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.