Geodesic
Clark representation formula for the solution to equation with interaction
Teoriâ slučajnyh processov, Tome 25 (2020) no. 2, pp. 9-14

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In this paper an analogue of the Clark-Ocone representation for solution to measure-valued equation with interaction is studied. It is proved that the integrand is absolutely continuous with respect to Lebesgue measure.
Keywords: Stochastic differential equations with interaction, Clark representation, Clark-Ocone formula. 
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     author = {Jasmina {\DJ}or{\dj}evi\'c and Andrey Dorogovtsev},
     title = {Clark representation formula for the solution to equation with interaction},
     journal = {Teori\^a slu\v{c}ajnyh processov},
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     publisher = {mathdoc},
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     number = {2},
     year = {2020},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2020_25_2_a1/}
}
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Jasmina Đorđević; Andrey Dorogovtsev. Clark representation formula for the solution to equation with interaction. Teoriâ slučajnyh processov, Tome 25 (2020) no. 2, pp. 9-14. http://geodesic.mathdoc.fr/item/THSP_2020_25_2_a1/