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I have an embedding $\iota$ between two Hilbert spaces and want to know if $\iota\iota^\ast$ is something simple like an orthogonal projection
I'm reading A Concise Course on Stochastic Partial Differential Equations. In Proposition 2.5.2 the authors define the notion of a cylindrical $Q$-Wiener process $W$. It turns out that $W$ is just a $...