[{"date_published":"2008-04-07T00:00:00Z","author":[{"last_name":"Van Neerven","first_name":"Jan"},{"first_name":"Jan","orcid":"0000-0002-0845-1338","last_name":"Maas","id":"4C5696CE-F248-11E8-B48F-1D18A9856A87"}],"type":"journal_article","publist_id":"4915","citation":{"chicago":"Van Neerven, Jan, and Jan Maas. “A Clark-Ocone Formula in UMD Banach Spaces.” *Electronic Communications in Probability*. Institute of Mathematical Statistics, 2008.","ista":"Van Neerven J, Maas J. 2008. A Clark-Ocone formula in UMD Banach spaces. Electronic Communications in Probability. 13, 151–164.","apa":"Van Neerven, J., & Maas, J. (2008). A Clark-Ocone formula in UMD Banach spaces. *Electronic Communications in Probability*. Institute of Mathematical Statistics.","mla":"Van Neerven, Jan, and Jan Maas. “A Clark-Ocone Formula in UMD Banach Spaces.” *Electronic Communications in Probability*, vol. 13, Institute of Mathematical Statistics, 2008, pp. 151–64.","short":"J. Van Neerven, J. Maas, Electronic Communications in Probability 13 (2008) 151–164.","ieee":"J. Van Neerven and J. Maas, “A Clark-Ocone formula in UMD Banach spaces,” *Electronic Communications in Probability*, vol. 13. Institute of Mathematical Statistics, pp. 151–164, 2008."},"_id":"2121","publication":"Electronic Communications in Probability","month":"04","oa":1,"uri_base":"https://research-explorer.app.ist.ac.at","volume":13,"main_file_link":[{"open_access":"1","url":"http://arxiv.org/abs/0709.2021"}],"day":"07","date_created":"2018-12-11T11:55:50Z","publication_status":"published","dini_type":"doc-type:article","quality_controlled":0,"date_updated":"2021-01-12T06:55:26Z","dc":{"identifier":["https://research-explorer.app.ist.ac.at/record/2121"],"publisher":["Institute of Mathematical Statistics"],"source":["Van Neerven J, Maas J. A Clark-Ocone formula in UMD Banach spaces. *Electronic Communications in Probability*. 2008;13:151-164."],"date":["2008"],"title":["A Clark-Ocone formula in UMD Banach spaces"],"rights":["info:eu-repo/semantics/openAccess"],"type":["info:eu-repo/semantics/article","doc-type:article","text","http://purl.org/coar/resource_type/c_6501"],"description":["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."],"creator":["van Neerven, Jan M","Jan Maas"]},"page":"151 - 164","abstract":[{"lang":"eng"}],"extern":1,"intvolume":" 13","acknowledgement":"Research supported by ARC Discovery Grant dp0558539. 2research supported by VIDI subsidy 639.032.201 and VICI subsidy 639.033.604 of the Netherlands organisation for scientific research (nwo). ","status":"public"}]