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Representation of martingale additive functionals on Banach spaces

Representation of martingale additive functionals on Banach spaces Assume thatB is a separable real Banach space andX(t) is a diffusion process onB. In this paper, we will establish the representation theorem of martingale additive functionals ofX(t). http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Mathematicae Applicatae Sinica Springer Journals

Representation of martingale additive functionals on Banach spaces

Acta Mathematicae Applicatae Sinica , Volume 6 (1) – Jul 15, 2005

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Publisher
Springer Journals
Copyright
Copyright © 1990 by Science Press, Beijing, China and Allerton Press, Inc., New York, U.S.A.
Subject
Mathematics; Applications of Mathematics; Math Applications in Computer Science; Theoretical, Mathematical and Computational Physics
ISSN
0168-9673
eISSN
1618-3932
DOI
10.1007/BF02014718
Publisher site
See Article on Publisher Site

Abstract

Assume thatB is a separable real Banach space andX(t) is a diffusion process onB. In this paper, we will establish the representation theorem of martingale additive functionals ofX(t).

Journal

Acta Mathematicae Applicatae SinicaSpringer Journals

Published: Jul 15, 2005

References