Decomposition of a class of functionals and the predictable representation theorem on Banach spaces (Q1210233)

Let \(H\) be a separable real Hilbert space continuously and densely included in a separable real Banach space \(B\). Let \(m\) be a measure on Borel subsets of \(B\), \((X_ t,P_ x)\) an \(m\)-symmetric diffusion on \(B\) and \((E,D(E))\) the Dirichlet form associated with \((X_ t,P_ x)\). Let \(\{e_ 1,e_ 2,\dots\}\subset B^*\) be an orthonormal basis of \(H\). The author studies functionals \(f(X_ t,t)\) for \(f\) measurable function on \(B\times[0,\infty)\). Under certain assumptions it is shown that \(f(X_ t,t)\) is a regular Dirichlet process with decomposition \[ f(X_ t,t)-f(X_ 0,0)=\sum^ \infty_{i=1}\int^ t_ 0(Df(X_ s,s),e_ i)dM^ i_ s+A_ t, \] where \(M^ i_ s\) is the martingale part in the decomposition of \((X_ t,e_ i)\) and \(A_ t\) is a 0-quadratic variation process. Based on this result the author establishes a predictable representation of a square integrable martingale \((M_ t,t\geq 0)\) under \(P_ m\) of the form \[ M_ t=\sum^ \infty_{i=1}\int^ t_ 0H^ i(s,\omega)dM^ i_ s, \] with \(\{H^ i(s,\omega): i=1,2,\dots\}\) a family of predictable processes.