Representation of infinite dimensional martingales

DOI10.1515/ROSE.2010.006zbMath1226.60062MaRDI QIDQ3103215

Abdulrahman Al-Hussein

Publication date: 26 November 2011

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

zbMATH Keywords

martingale representation theoremcylindrical Wiener processvery strongly orthogonal

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (1)

Necessary and Sufficient Conditions of Optimalcontrol for Infinite Dimensional SDEs

Cites Work

• Backward stochastic partial differential equations in infinite dimensions
• [https://portal.mardi4nfdi.de/wiki/Publication:4060205 Repr�sentation de martingales vectorielles de carr� int�grable � valeurs dans des espaces de Hilbert r�els s�parables]

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