INTEGRAL REPRESENTATIONS OF CYLINDRICAL LOCAL MARTINGALES IN EVERY SEPARABLE BANACH SPACE

DOI10.1142/S0219025707002816zbMath1146.60042MaRDI QIDQ3502789

Martin Ondreját

Publication date: 20 May 2008

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

Mathematics Subject Classification ID

60G48: Generalizations of martingales

60H05: Stochastic integrals

Related Items

Construction of diffusions on current groups, Propagation of chaos for weakly interacting mild solutions to stochastic partial differential equations, Weak characterizations of stochastic integrability and Dudley's theorem in infinite dimensions, An approach to stochastic integration in general separable Banach spaces, On a theorem by A.S. Cherny for semilinear stochastic partial differential equations, Brownian representations of cylindrical continuous local martingales

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