Representation of martingale additive functionals on Banach spaces

DOI10.1007/BF02014718zbMath0706.60045OpenAlexW1981470208MaRDI QIDQ918568

Ru-Zong Fan

Publication date: 1990

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02014718

zbMATH Keywords

diffusion processmartingale additive functional

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Diffusion processes (60J60)

Related Items (1)

Decomposition of a class of functionals and the predictable representation theorem on Banach spaces

Cites Work

• On some representations of continuous additive functionals locally of zero energy
• On Square Integrable Martingales
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