RADONIFICATION OF CYLINDRICAL SEMIMARTINGALES BY A SINGLE HILBERT–SCHMIDT OPERATOR-Reference-Cited by-同舟云学术

RADONIFICATION OF CYLINDRICAL SEMIMARTINGALES BY A SINGLE HILBERT–SCHMIDT OPERATOR

Published:2002-09 Issue:03 Volume:05 Page:429-440
ISSN:0219-0257
Container-title:Infinite Dimensional Analysis, Quantum Probability and Related Topics
language:en
Short-container-title:Infin. Dimens. Anal. Quantum. Probab. Relat. Top.

Author:

JAKUBOWSKI ADAM¹,KWAPIEŃ STANISŁAW²,DE FITTE PAUL RAYNAUD³,ROSIŃSKI JAN⁴

Affiliation:

1. Faculty of Mathematics and Computer Science, Nicholas Copernicus University, ul. Chopina 12/18, 87–100 Toruń, Poland

2. Institute of Mathematics, Warsaw University, ul. Banacha 2, 00-989 Warszawa, Poland

3. Laboratoire R. Salem, UMR CNRS 6085, UFR Sciences, Université de Rouen, 76821 Mont Saint Aignan Cedex, France

4. Department of Mathematics, University of Tennessee, Knoxville, TN 37996–1300, USA

Abstract

It is proved that in Hilbert spaces a single Hilbert–Schmidt operator radonifies cylindrical semimartingales to strong semimartingales. This improves a result due to Badrikian and Üstünel (also L. Schwartz), who needed composition of three Hilbert–Schmidt operators.

Publisher

World Scientific Pub Co Pte Lt

Subject

Applied Mathematics,Mathematical Physics,Statistics and Probability,Statistical and Nonlinear Physics

Link

https://www.worldscientific.com/doi/pdf/10.1142/S0219025702000936

Reference14 articles.

1. Radonification of cylindrical semimartingales on Hilbert spaces

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3. Espaces de semi martingales et changement de probabilit�

4. Tightness of Probabilities On $C(\lbrack 0, 1 \rbrack; \mathscr{Y}')$ and $D(\lbrack 0, 1 \rbrack; \mathscr{Y}')$

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