---
res:
bibo_abstract:
- Let H be a separable real Hubert space and let double struck F sign = (ℱt)t∈[0,T]
be the augmented filtration generated by an H-cylindrical Brownian motion (WH(t))t∈[0,T]
on a probability space (Ω, ℱ ℙ). We prove that if E is a UMD Banach space, 1 ≤
p < ∞, and F ∈ double struck D sign1,p(Ω E) is ℱT-measurable, then F = double
struck E sign(F) + ∫0T Pdouble struck F sign(DF) dW H, where D is the Malliavin
derivative of F and P double struck F sign is the projection onto the F-adapted
elements in a suitable Banach space of Lp-stochastically integrable ℒ(H, E)-valued
processes.@eng
bibo_authorlist:
- foaf_Person:
foaf_givenName: Jan
foaf_name: van Neerven, Jan M
foaf_surname: Van Neerven
- foaf_Person:
foaf_givenName: Jan
foaf_name: Jan Maas
foaf_surname: Maas
foaf_workInfoHomepage: http://www.librecat.org/personId=4C5696CE-F248-11E8-B48F-1D18A9856A87
orcid: 0000-0002-0845-1338
bibo_volume: 13
dct_date: 2008^xs_gYear
dct_publisher: Institute of Mathematical Statistics@
dct_title: A Clark-Ocone formula in UMD Banach spaces@
...