Martingale representation theorem in infinite dimensions (Q1763112)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Martingale representation theorem in infinite dimensions |
scientific article; zbMATH DE number 2135470
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale representation theorem in infinite dimensions |
scientific article; zbMATH DE number 2135470 |
Statements
Martingale representation theorem in infinite dimensions (English)
0 references
21 February 2005
0 references
cylindrical Wiener process
0 references
Wiener space
0 references
martingale representation theorem
0 references
Clark-Ocone theorem
0 references
