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Radonification of cylindrical semimartingales on Hilbert spaces - MaRDI portal

Radonification of cylindrical semimartingales on Hilbert spaces (Q1921303)

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scientific article; zbMATH DE number 915338
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Radonification of cylindrical semimartingales on Hilbert spaces
scientific article; zbMATH DE number 915338

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    Radonification of cylindrical semimartingales on Hilbert spaces (English)
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    17 February 1997
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    It is shown that a cylindrical semi-martingale on a Hilbert space becomes a semi-martingale with values in that space when composed with three specific Hilbert-Schmidt operators.
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    Radonification
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    cylindrical semi-martingale on a Hilbert space
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    Hilbert-Schmidt operators
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