leon.nualart:06:clark-ocone¶
BibTeX Entry:
@article{leon.nualart:06:clark-ocone,
author = {Le\'{o}n, Jorge A. and Nualart, David},
doi = {10.1080/07362990500522460},
fjournal = {Stochastic Analysis and Applications},
issn = {0736-2994},
journal = {Stoch. Anal. Appl.},
mrclass = {60H07 (60H05)},
mrnumber = {2204721},
mrreviewer = {Michal Vyoral},
number = {2},
pages = {427--449},
title = {Clark-{O}cone formula for fractional {B}rownian motion with {H}urst parameter less than 1/2},
url = {https://doi.org/10.1080/07362990500522460},
volume = {24},
year = {2006}
}