Martingale representation theorem in infinite dimensions

zbMath1058.60028MaRDI QIDQ1763112

Abdulrahman Al-Hussein

Publication date: 21 February 2005

Published in: Arab Journal of Mathematical Sciences (Search for Journal in Brave)

zbMATH Keywords

Wiener spacemartingale representation theoremcylindrical Wiener processClark-Ocone theorem

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Martingales and classical analysis (60G46)

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