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Licensed Unlicensed Requires Authentication Published by De Gruyter June 21, 2010

Representation of infinite dimensional martingales

  • AbdulRahman Al-Hussein

Abstract

This work is presented to correct the proof of Theorem 3.1 in our earlier paper [Al-Hussein, Random Operators and Stochastic Equations 14: 1–22, 2006]. The proof given there is valid only for the case when we have stopping times relative to the natural filtration of a given cylindrical Wiener process W.

Received: 2009-08-06
Published Online: 2010-06-21
Published in Print: 2010-June

© de Gruyter 2010

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