Radonification of cylindrical semimartingales on Hilbert spaces (Q1921303)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Radonification of cylindrical semimartingales on Hilbert spaces |
scientific article |
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Radonification of cylindrical semimartingales on Hilbert spaces (English)
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17 February 1997
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It is shown that a cylindrical semi-martingale on a Hilbert space becomes a semi-martingale with values in that space when composed with three specific Hilbert-Schmidt operators.
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Radonification
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cylindrical semi-martingale on a Hilbert space
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Hilbert-Schmidt operators
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