Acta mathematica Universitatis Comenianae, Tome 77 (2008) no. 1
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M. El Kadiri. Predictable representation property of some Hilbertian martingales. Acta mathematica Universitatis Comenianae, Tome 77 (2008) no. 1. http://geodesic.mathdoc.fr/item/AMUC_2008_77_1_a9/
@article{AMUC_2008_77_1_a9,
author = {M. El Kadiri},
title = {Predictable representation property of some {Hilbertian} martingales},
journal = {Acta mathematica Universitatis Comenianae},
year = {2008},
volume = {77},
number = {1},
url = {http://geodesic.mathdoc.fr/item/AMUC_2008_77_1_a9/}
}
TY - JOUR
AU - M. El Kadiri
TI - Predictable representation property of some Hilbertian martingales
JO - Acta mathematica Universitatis Comenianae
PY - 2008
VL - 77
IS - 1
UR - http://geodesic.mathdoc.fr/item/AMUC_2008_77_1_a9/
ID - AMUC_2008_77_1_a9
ER -
%0 Journal Article
%A M. El Kadiri
%T Predictable representation property of some Hilbertian martingales
%J Acta mathematica Universitatis Comenianae
%D 2008
%V 77
%N 1
%U http://geodesic.mathdoc.fr/item/AMUC_2008_77_1_a9/
%F AMUC_2008_77_1_a9
We prove as for the real case that a martingale with values in a separabale real Hilbert space is extremal if and only if it satisfies the predictable representation property.