{"main_file_link":[{"open_access":"1","url":"http://arxiv.org/abs/0709.2021"}],"date_updated":"2021-01-12T06:55:26Z","quality_controlled":0,"_id":"2121","abstract":[{"lang":"eng","text":"Let H be a separable real Hubert space and let double struck F sign = (ℱt)t∈[0,T] be the augmented filtration generated by an H-cylindrical Brownian motion (WH(t))t∈[0,T] on a probability space (Ω, ℱ ℙ). We prove that if E is a UMD Banach space, 1 ≤ p &lt; ∞, and F ∈ double struck D sign1,p(Ω E) is ℱT-measurable, then F = double struck E sign(F) + ∫0T Pdouble struck F sign(DF) dW H, where D is the Malliavin derivative of F and P double struck F sign is the projection onto the F-adapted elements in a suitable Banach space of Lp-stochastically integrable ℒ(H, E)-valued processes."}],"publication":"Electronic Communications in Probability","publist_id":"4915","author":[{"full_name":"van Neerven, Jan M","last_name":"Van Neerven","first_name":"Jan"},{"orcid":"0000-0002-0845-1338","id":"4C5696CE-F248-11E8-B48F-1D18A9856A87","first_name":"Jan","last_name":"Maas","full_name":"Jan Maas"}],"citation":{"ista":"Van Neerven J, Maas J. 2008. A Clark-Ocone formula in UMD Banach spaces. Electronic Communications in Probability. 13, 151–164.","ama":"Van Neerven J, Maas J. A Clark-Ocone formula in UMD Banach spaces. <i>Electronic Communications in Probability</i>. 2008;13:151-164.","short":"J. Van Neerven, J. Maas, Electronic Communications in Probability 13 (2008) 151–164.","chicago":"Van Neerven, Jan, and Jan Maas. “A Clark-Ocone Formula in UMD Banach Spaces.” <i>Electronic Communications in Probability</i>. Institute of Mathematical Statistics, 2008.","mla":"Van Neerven, Jan, and Jan Maas. “A Clark-Ocone Formula in UMD Banach Spaces.” <i>Electronic Communications in Probability</i>, vol. 13, Institute of Mathematical Statistics, 2008, pp. 151–64.","apa":"Van Neerven, J., &#38; Maas, J. (2008). A Clark-Ocone formula in UMD Banach spaces. <i>Electronic Communications in Probability</i>. Institute of Mathematical Statistics.","ieee":"J. Van Neerven and J. Maas, “A Clark-Ocone formula in UMD Banach spaces,” <i>Electronic Communications in Probability</i>, vol. 13. Institute of Mathematical Statistics, pp. 151–164, 2008."},"intvolume":"        13","page":"151 - 164","acknowledgement":"Research supported by ARC Discovery Grant dp0558539. 2research supported by VIDI subsidy 639.032.201 and VICI subsidy 639.033.604 of the Netherlands organisation for scientific research (nwo). ","title":"A Clark-Ocone formula in UMD Banach spaces","extern":1,"publication_status":"published","status":"public","month":"04","type":"journal_article","volume":13,"publisher":"Institute of Mathematical Statistics","year":"2008","day":"07","oa":1,"date_created":"2018-12-11T11:55:50Z","date_published":"2008-04-07T00:00:00Z"}