DECOMPOSITION OF A CLASS OF FUNCTIONALS AND THE PREDICTABLE REPRESENTATION THEOREM ON BANACH SPACES
Author(s): FAN RUZONG Peking University, Beijing 100871, China
Pages: 153-167
Year: 1992 Issue: 2
Journal: Acta Mathematicae Applicatae Sinica
Keyword: 公关; 口才;
Abstract: <正> Let B be a separable real Banach space and X(t) be a symmetric conservative diffusionprocess taking values in B. In this paper, we decompose the functional u(X(t),t) into a sumof a square integrable martingale and a regular 0-quadratic variation process. On this basis, weestablish the predictable representation theorem of X(t).
Pages: 153-167
Year: 1992 Issue: 2
Journal: Acta Mathematicae Applicatae Sinica
Keyword: 公关; 口才;
Abstract: <正> Let B be a separable real Banach space and X(t) be a symmetric conservative diffusionprocess taking values in B. In this paper, we decompose the functional u(X(t),t) into a sumof a square integrable martingale and a regular 0-quadratic variation process. On this basis, weestablish the predictable representation theorem of X(t).
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