Remarks on Hilbert-space-valued multimartingale measures

DOI10.1007/BF00970423zbMath0806.60035MaRDI QIDQ1324886

Z. Kryžius

Publication date: 21 July 1994

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

stochastic integralsmartingale propertyorthogonal decompositionsHilbert space operatorsstable subspacesHilbert space-valued multimartingales measurespredictable random functions

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05)

Cites Work

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