Abstract
Assume thatB is a separable real Banach space andX(t) is a diffusion process onB. In this paper, we will establish the representation theorem of martingale additive functionals ofX(t).
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Fan, R. Representation of martingale additive functionals on Banach spaces. Acta Mathematicae Applicatae Sinica 6, 74–80 (1990). https://doi.org/10.1007/BF02014718
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DOI: https://doi.org/10.1007/BF02014718