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}
}

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