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Martingale covariation operator in infinite-dimensions

Let $(\Omega,\mathcal A,(\mathcal F_t)_{t\in[0,\:T]},\operatorname P)$ be a filtered probability space $U,H$ be separable $\mathbb R$-Hilbert spaces $(e_n)_{n\in\mathbb N}$ and $(f_n)_{n\in\mathbb N}$...