All Questions
1 question with no upvoted or accepted answers
1
vote
0
answers
63
views
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 $(f_n)_{n\in\mathbb N}$...