ESAIM: Probability and Statistics (ESAIM: P&S)

A non-compensated Clark–Ocone formula for functionals of counting processes

Caroline Hillairet, Thomas Peyrat and Anthony Réveillac

ESAIM: PS, 29 (2025) 158-183

Published online: 02 April 2025

DOI: 10.1051/ps/2025003

Caroline Hillairet

Thomas Peyrat

Anthony Réveillac

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