Doob-Meyer decomposition of Hilbert space valued functions

DOI10.1023/B:JOTP.0000011998.44302.3BzbMath1038.60036OpenAlexW2081239434MaRDI QIDQ1426855

Bernhard Burgstaller

Publication date: 15 March 2004

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:jotp.0000011998.44302.3b

zbMATH Keywords

Hilbert spaceDoob-Meyer decompositionstochastic integraltotally ordered setDoléans measure

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Probability theory on linear topological spaces (60B11)

Related Items (2)

A note on the Doob-Meyer-decomposition of L^p-valued submartingales ⋮ Decomposition of supermartingales indexed by a linearly ordered set

This page was built for publication: Doob-Meyer decomposition of Hilbert space valued functions