@article{goutte:hal-00665852, TITLE = {{On some expectation and derivative operators related to integral representations of random variables with respect to a PII process}}, AUTHOR = {Goutte, St{\'e}phane and Oudjane, Nadia and Russo, Francesco}, URL = {https://ensta-paris.hal.science/hal-00665852}, NOTE = {29 pages}, JOURNAL = {{Stochastic Analysis and Applications}}, PUBLISHER = {{Taylor \& Francis: STM, Behavioural Science and Public Health Titles}}, VOLUME = {31}, PAGES = {108--141}, YEAR = {2013}, MONTH = Jan, DOI = {10.1080/07362994.2013.741395}, KEYWORDS = {L{\'e}vy processes ; Characteristic functions ; Processes with independent increments ; global and local quadratic risk minimization ; expectation and derivative operators. ; expectation and derivative operators ; F{\"o}llmer-Schweizer decomposition ; Kunita-Watanabe decomposition}, PDF = {https://ensta-paris.hal.science/hal-00665852/file/QuadraticRiskPIIFeb2012.pdf}, HAL_ID = {hal-00665852}, HAL_VERSION = {v1}, }