Radonification of cylindrical semimartingales on Hilbert spaces
Albert Badrikian; Ali Süleyman Üstünel
Annales mathématiques Blaise Pascal (1996)
- Volume: 3, Issue: 1, page 13-21
- ISSN: 1259-1734
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topBadrikian, Albert, and Üstünel, Ali Süleyman. "Radonification of cylindrical semimartingales on Hilbert spaces." Annales mathématiques Blaise Pascal 3.1 (1996): 13-21. <http://eudml.org/doc/79144>.
@article{Badrikian1996,
author = {Badrikian, Albert, Üstünel, Ali Süleyman},
journal = {Annales mathématiques Blaise Pascal},
keywords = {Radonification; cylindrical semi-martingale on a Hilbert space; Hilbert-Schmidt operators},
language = {eng},
number = {1},
pages = {13-21},
publisher = {Laboratoires de Mathématiques Pures et Appliquées de l'Université Blaise Pascal},
title = {Radonification of cylindrical semimartingales on Hilbert spaces},
url = {http://eudml.org/doc/79144},
volume = {3},
year = {1996},
}
TY - JOUR
AU - Badrikian, Albert
AU - Üstünel, Ali Süleyman
TI - Radonification of cylindrical semimartingales on Hilbert spaces
JO - Annales mathématiques Blaise Pascal
PY - 1996
PB - Laboratoires de Mathématiques Pures et Appliquées de l'Université Blaise Pascal
VL - 3
IS - 1
SP - 13
EP - 21
LA - eng
KW - Radonification; cylindrical semi-martingale on a Hilbert space; Hilbert-Schmidt operators
UR - http://eudml.org/doc/79144
ER -
References
top- [1] A. Badrikian : Séminaire sur les Fonctions Aléatoires et les Mesures Cylindriques. Lect. Notes in Math. vol.139. Springer, 1970. Zbl0209.48402MR279271
- [2] C. Dellacherie and P.A. Meyer: Probabilités et Potentiel, Chapitre V-VIII. Paris, Hermann, 1980. Zbl0464.60001MR566768
- [3] J. Memin: "Espaces de semi-martingales et changement de probabilité". Z. Wahrscheinlichkeitstheorie verw. Gebiete, 52, p.9-39, 1980. Zbl0407.60046MR568256
- [4] L. Schwartz:"Semi-martingales banachiques: le théorème des trois opérateurs". Séminaire de Probabilités XXVIII, p. 1- 20.Lecture Notes in Mat. vol. 1583. Springer, 1994. Zbl0812.60007MR1329097
- [5] A.S. Üstünel:"A characterization of semimartingales on nuclear spaces". Z. Wahrscheinlichkeitstheorie verw. Gebiete, 60, p.21-39, 1982. Zbl0466.60006MR661757
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