A discrete Clark-Ocone formula
Martin Leitz-Martini · 2000
In this article the Malliavin calculus for a discrete nite time line is developed in the same way as it was done by Holden, Lindstrm, ksendal and Ube. A modication of the denition of the discrete Malliavin derivative allows us to formulate and to prove a discrete Clark-Ocone formula.