RADONIFICATION OF CYLINDRICAL SEMIMARTINGALES BY A SINGLE HILBERT–SCHMIDT OPERATOR
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Publication:4818906
DOI10.1142/S0219025702000936zbMath1056.60001OpenAlexW2002623869MaRDI QIDQ4818906
Adam Jakubowski, Jan Rosiński, Paul Raynaud de Fitte, Stanislaw Kwapien
Publication date: 24 September 2004
Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219025702000936
Related Items (8)
Stochastic integration in quasi-Banach spaces ⋮ Brownian representations of cylindrical continuous local martingales ⋮ Local characteristics and tangency of vector-valued martingales ⋮ Infinite dimensional Ornstein-Uhlenbeck processes driven by Lévy processes ⋮ Regularization of cylindrical processes in locally convex spaces ⋮ Stochastic integration with respect to cylindrical Lévy processes in Hilbert spaces: An L2 approach ⋮ Filtered Brownian motions as weak limit of filtered Poisson processes ⋮ Stochastic integration with respect to canonical \(\alpha\)-stable cylindrical Lévy processes
Cites Work
- Tightness of probabilities on C([0,1;\(S_ p\)) and D([0,1];\(S_ p\))]
- Radonification of cylindrical semimartingales on Hilbert spaces
- The three operators theorem
- A characterization of semimartingales on nuclear spaces
- [https://portal.mardi4nfdi.de/wiki/Publication:4194221 Espaces de semi martingales et changement de probabilit�]
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