Radonification of cylindrical semimartingales by a single Hilbert-Schmidt operator. (English) Zbl 1056.60001
L. Schwartz [Ann. Math. Blaise Pascal 3, No. 1, 143–164 (1996; Zbl 0909.60036)] proved the three-radonifying operator theorem on Banach space valued cylindrical semimartingales. In this paper, the one-radonifying operator theorem on separable real Hilbert space semimartingales, and the two-radonifying operaror theorem on separable real Banach spaces are given.
Reviewer: Yasuhiro Asoo (Okayama)
MSC:
| 60B11 | Probability theory on linear topological spaces |
Citations:
Zbl 0909.60036References:
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