Higher-order deep solver of non-linear PDEs implied by a non-linear discrete Clark-Ocone formula

on the effect of linear & non-linear texts on students comprehension and recalling

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An extension of the Clark-Ocone formula

non-linear study of various slit shear walls in steel structures

seismic retrofit strategies have been developed in the past few decades following the introduction of new seismic provisions and the availability of advanced materials and methods. it can be observed that new approaches to deal with more lateral forces are more innovative and more energy absorbent. in line with this, there is a growing trend toward the use of steel shear walls as a system with ...

Hedging in bond markets by the Clark-Ocone formula

Hedging strategies in bond markets are computed by martingale representation and the choice of a suitable of numeraire, based on the Clark-Ocone formula in a model driven by the dynamics of bond prices. Applications are given to the hedging of swaptions and other interest rate derivatives and we compare our approach to delta hedging when the underlying swap rate is modeled by a diffusion process.

A Clark-ocone Formula in Umd Banach Spaces

Let H be a separable real Hilbert space and let F = (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 < ∞, and F ∈ D(Ω;E) is FT -measurable, then F = E(F ) + ∫ T 0 PF(DF ) dWH , where D is the Malliavin derivative of F and PF is the projection onto the F-adapted ...