Orthogonal decompositions in Hilbert A-modules

DOI10.1016/J.JMAA.2018.10.035MaRDI QIDQ1630604zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• scientific article; zbMATH DE number 1332373
• Orthogonal complementing in Hilbert $C^*$-modules
• scientific article; zbMATH DE number 2156213
• A description of Hilbert 𝐶*-modules in which all closed submodules are orthogonally closed
• On three concepts of orthogonality in HilbertC^*-modules

Cites work

• scientific article; zbMATH DE number 5135703 (Why is no real title available?)
• scientific article; zbMATH DE number 107550 (Why is no real title available?)
• scientific article; zbMATH DE number 107777 (Why is no real title available?)
• scientific article; zbMATH DE number 3599198 (Why is no real title available?)
• scientific article; zbMATH DE number 1232374 (Why is no real title available?)
• scientific article; zbMATH DE number 2016135 (Why is no real title available?)
• scientific article; zbMATH DE number 2168130 (Why is no real title available?)
• scientific article; zbMATH DE number 3802268 (Why is no real title available?)
• scientific article; zbMATH DE number 822726 (Why is no real title available?)
• scientific article; zbMATH DE number 2206777 (Why is no real title available?)
• scientific article; zbMATH DE number 5592824 (Why is no real title available?)
• A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time
• A representation theorem for Riesz spaces and its applications to economics
• Conditional \(L_{p}\)-spaces and the duality of modules over \(f\)-algebras
• Hilbert \(A\)-modules
• Ideal Theory in f-Algebras
• Inner Product Modules Over B ∗ -Algebras
• Lefschetz numbers and geometry of operators in \(W^*\)-modules
• Markets with transaction costs. Mathematical theory.
• Modules Over Operator Algebras
• On some basic theorems of continuous module homomorphisms between random normed modules
• Probability with Martingales
• Put-call parity and market frictions
• Representation of -algebras
• Self-duality and \(C^*\)-reflexivity of Hilbert \(C^*\)-moduli
• Stochastic finance. An introduction in discrete time
• The Positive Cone in Banach Algebras
• The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models

Cited in

(7)

• scientific article; zbMATH DE number 4044025 (Why is no real title available?)
• scientific article; zbMATH DE number 1432398 (Why is no real title available?)
• A characterization of the vector lattice of measurable functions
• Multivariate Wold decompositions: a Hilbert \(A\)-module approach
• scientific article; zbMATH DE number 7310147 (Why is no real title available?)
• Symmetrization in the geometric theory of functions of a complex variable
• On horizon-consistent mean-variance portfolio allocation

This page was built for publication: Orthogonal decompositions in Hilbert \(A\)-modules

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1630604)