Representation of martingale additive functionals on Banach spaces (Q918568): Difference between revisions

\textit{Y. Ôshima} and \textit{T. Yamada} [see J. Math. Soc. Japan 36, 315- 339 (1984; Zbl 0542.60078)] have shown that the martingale additive functional on \(R^ d\) associated with some diffusion process X(t) has the form \[ \sum^{d}_{i=1}\int^{t}_{0}f_ i(X(s))dM^ i_ s \] where \(M^ i_ t\) is the martingale part of \(X^ i_ t\). Here, a similar result on an infinite dimensional space is established.