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arXiv · 2103.04879

Clark representation formula for the solution to equation with interaction

Jasmina Đorđević·Andrey Dorogovtsev
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Abstract

In this paper Clark-Ocone representation for solution to measure-valued equation with interaction is studied. It is proven that the integrand is absolutely continuous with respect to Lebesgue measure.

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Jasmina Đorđević, Andrey Dorogovtsev. 2021-03-08. Clark representation formula for the solution to equation with interaction. https://arxiv.org/abs/2103.04879

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