Functions of Bounded Variation on the Classical Wiener Space and an   Extended Ocone-Karatzas Formula
  We prove an extension of the Ocone-Karatzas integral representation, valid for all $BV$ functions on the classical Wiener space. We establish also an elementary chain rule formula and combine the two results to compute explicit integral representations for some classes of $BV$ composite random variables. 
Maurizio Pratelli and Dario Trevisan
math.PR