Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Malliavin calculus and Clark-Ocone formula for functionals of a
  square-integrable L\'evy process   In this paper, we construct a Malliavin derivative for functionals of
square-integrable L\'evy processes and derive a Clark-Ocone formula. The
Malliavin derivative is defined via chaos expansions involving stochastic
integrals with respect to Brownian motion and Poisson random measure. As an
illustration, we compute the explicit martingale representation for the maximum
of a L\'evy process.

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The categories of this paper are: acc-phys
8
The categories of this paper are: hep-ex
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The categories of this paper are: econ
17
The categories of this paper are: q-fin
0
The categories of this paper are: hep-ph
15
The categories of this paper are: nucl-ex
6
The categories of this paper are: astro-ph
12
The categories of this paper are: nucl-th
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The categories of this paper are: cmp-lg
1
The categories of this paper are: cs
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The categories of this paper are: atom-ph
3
The categories of this paper are: physics
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The categories of this paper are: comp-gas
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The categories of this paper are: bayes-an
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The categories of this paper are: ao-sci
10
The categories of this paper are: q-bio