Martingale representation theorem in infinite dimensions (Q1763112)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale representation theorem in infinite dimensions |
scientific article |
Statements
Martingale representation theorem in infinite dimensions (English)
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21 February 2005
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cylindrical Wiener process
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Wiener space
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martingale representation theorem
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Clark-Ocone theorem
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