{"paper":{"title":"Clark-Ocone type formula for non-semimartingales with finite quadratic variation","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"CERMICS, Cristina Di Girolami (Luiss Guido Carli, Francesco Russo (UMA, INRIA Rocquencourt), UMA)","submitted_at":"2010-05-20T07:06:50Z","abstract_excerpt":"We provide a suitable framework for the concept of finite quadratic variation for processes with values in a separable Banach space $B$ using the language of stochastic calculus via regularizations, introduced in the case $B= \\R$ by the second author and P. Vallois. To a real continuous process $X$ we associate the Banach valued process $X(\\cdot)$, called {\\it window} process, which describes the evolution of $X$ taking into account a memory $\\tau>0$. The natural state space for $X(\\cdot)$ is the Banach space of continuous functions on $[-\\tau,0]$. If $X$ is a real finite quadratic variation p"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1005.3608","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}