Brownian representations of cylindrical continuous local martingales

DOI10.1142/S0219025718500133zbMath1391.60127arXiv1605.06946OpenAlexW3103308588MaRDI QIDQ3174727

Ivan S. Yaroslavtsev

Publication date: 18 July 2018

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.06946

zbMATH Keywords

quadratic variationUMD spacescylindrical martingaleBrownian representation

Mathematics Subject Classification ID

Functions whose values are linear operators (operator- and matrix-valued functions, etc., including analytic and meromorphic ones) (47A56) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Spaces of measures (46E27)

Related Items (2)

Martingale decompositions and weak differential subordination in UMD Banach spaces ⋮ Local characteristics and tangency of vector-valued martingales

Cites Work

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