On the martingal representation of Weiner's integral functional

Author: Sandro Davadze
Keywords: Conditional mathematical expectation, Ito's stochastic integral, Clark's Theorem, Clark-Ocone Formula.
Annotation:

The problems of the stochastic integral representation of a functional adapted to the natural filtration of the Wiener process are considered, and in the case of some particular Wiener functional of integral type, the integrand of the Ito stochastic integral is explicitly defined.