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RADONIFICATION OF CYLINDRICAL SEMIMARTINGALES BY A SINGLE HILBERT–SCHMIDT OPERATOR
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Citations
5
References
2002
Year
Spectral TheoryStrong SemimartingalesEngineeringIntegrable ProbabilityStochastic ProcessesStochastic CalculusStochastic AnalysisL. SchwartzFunctional AnalysisStochastic Differential EquationHilbert–schmidt Operators
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.
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