Stochastic Integrals Based on Martingales Taking Values in Hilbert Space
- 1 March 1970
- journal article
- research article
- Published by Cambridge University Press (CUP) in Nagoya Mathematical Journal
- Vol. 38, 41-52
- https://doi.org/10.1017/s0027763000013507
Abstract
Let H be a separable Hilbert space with inner product (,) and norm ║ ║. We denote by K the set of all linear operators on H. Let be a probability space and suppose we are given a family of σ-fields t≥O such that for O ≤ s ≤ t and .Keywords
This publication has 2 references indexed in Scilit:
- On Square Integrable MartingalesNagoya Mathematical Journal, 1967
- Fonctions aléatoires à corrélation linéaireIllinois Journal of Mathematics, 1957