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Representation of infinite dimensional martingales - MaRDI portal

Representation of infinite dimensional martingales (Q3103215)

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Representation of infinite dimensional martingales
scientific article

    Statements

    title
    Representation of infinite dimensional martingales (English)
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    publication date
    26 November 2011
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    zbMATH Keywords
    cylindrical Wiener process
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    very strongly orthogonal
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    martingale representation theorem
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    Identifiers

    DOI
    10.1515/ROSE.2010.006
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    Mathematics Subject Classification ID
    60G44
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    60H15
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    60H05
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    zbMATH DE Number
    5981286
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