Orthogonal decompositions in Hilbert A-modules

DOI10.1016/J.JMAA.2018.10.035zbMATH Open1415.46019OpenAlexW3123770811MaRDI QIDQ1630604FDOQ1630604

Authors: Simone Cerreia-Vioglio, Fabio Maccheroni, Massimo Marinacci 

Publication date: 10 December 2018

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2018.10.035

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zbMATH Keywords

Hilbert modulesorthogonal decompositionsmartingale decompositionsStricker's lemma

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Generalizations of inner products (semi-inner products, partial inner products, etc.) (46C50)

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Cited In (7)

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• A characterization of the vector lattice of measurable functions
• Multivariate Wold decompositions: a Hilbert \(A\)-module approach
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• Symmetrization in the geometric theory of functions of a complex variable
• On horizon-consistent mean-variance portfolio allocation

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