RADONIFICATION OF CYLINDRICAL SEMIMARTINGALES BY A SINGLE HILBERT–SCHMIDT OPERATOR

DOI10.1142/S0219025702000936zbMath1056.60001OpenAlexW2002623869MaRDI QIDQ4818906

Adam Jakubowski, Jan Rosiński, Paul Raynaud de Fitte, Stanislaw Kwapien

Publication date: 24 September 2004

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

Full work available at URL: https://doi.org/10.1142/s0219025702000936

zbMATH Keywords

radonificationcylindrical semimartingale

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11)

Related Items (8)

Stochastic integration in quasi-Banach spaces ⋮ Brownian representations of cylindrical continuous local martingales ⋮ Local characteristics and tangency of vector-valued martingales ⋮ Infinite dimensional Ornstein-Uhlenbeck processes driven by Lévy processes ⋮ Regularization of cylindrical processes in locally convex spaces ⋮ Stochastic integration with respect to cylindrical Lévy processes in Hilbert spaces: An L² approach ⋮ Filtered Brownian motions as weak limit of filtered Poisson processes ⋮ Stochastic integration with respect to canonical \(\alpha\)-stable cylindrical Lévy processes

Cites Work

• Tightness of probabilities on C([0,1;\(S_ p\)) and D([0,1];\(S_ p\))]
• Radonification of cylindrical semimartingales on Hilbert spaces
• The three operators theorem
• 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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