Clark representation formula for the solution to equation with interaction

Jasmina Đorđević, Andrey Dorogovtsev
Theory of Stochastic Processes
Vol.25 (41), no.2, 2020, pp.9-14
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.
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