Ubøe, Jan; Øksendal, Bernt; Aase, Knut; Privault, Nicolas - In: Finance and Stochastics 4 (2000) 4, pp. 465-496
We use a white noise approach to Malliavin calculus to prove the following white noise generalization of the Clark-Haussmann-Ocone formula <p>\[F(\omega)=E[F]+\int_0^TE[D_tF|\F_t]\diamond W(t)dt\] <p>Here E[F] denotes the generalized expectation, $D_tF(\omega)={{dF}\over{d\omega}}$ is the...</p></p>
