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Representation of infinite dimensional martingales
Journal article   Peer reviewed

Representation of infinite dimensional martingales

AbdulRahman Al-Hussein
Random operators and stochastic equations, Vol.18(2), pp.121-124
01/06/2010

Abstract

Mathematics Physical Sciences Science & Technology Statistics & Probability
This work is presented to correct the proof of Theorem 3.1 in our earlier paper [1]. 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

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