Radonification of cylindrical semimartingales on Hilbert spaces

DOI10.5802/ambp.49zbMath0856.60005OpenAlexW2061898671MaRDI QIDQ1921303

Ali Süleyman Üstünel, Albert Badrikian

Publication date: 17 February 1997

Published in: Annales Mathématiques Blaise Pascal (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AMBP_1996__3_1_13_0

zbMATH Keywords

Hilbert-Schmidt operatorscylindrical semi-martingale on a Hilbert spaceRadonification

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Stochastic processes (60G99)

Related Items (4)

RADONIFICATION OF CYLINDRICAL SEMIMARTINGALES BY A SINGLE HILBERT–SCHMIDT OPERATOR ⋮ Semimartingales on duals of nuclear spaces ⋮ Regularization of cylindrical processes in locally convex spaces ⋮ Filtered Brownian motions as weak limit of filtered Poisson processes

Cites Work

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• Séminaire sur les fonctions aléatoires linéaires et les mesures cylindriques
• A characterization of semimartingales on nuclear spaces
• [https://portal.mardi4nfdi.de/wiki/Publication:4194221 Espaces de semi martingales et changement de probabilit�]

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