Abstract
Every discrete parameter Banach space-valued martingale may be embedded in a continuous parameter martingale which has continuous sample paths and is adapted to the σ-fields generated by one-dimensional Brownian motion.
Keywords
- Brownian Motion
- Probability Space
- Standard Brownian Motion
- Infinite Dimension
- Strong Markov Property
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© 1985 Springer-Verlag
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McConnell, T.R. (1985). A Skorohod - like representation in infinite dimensions. In: Beck, A., Dudley, R., Hahn, M., Kuelbs, J., Marcus, M. (eds) Probability in Banach Spaces V. Lecture Notes in Mathematics, vol 1153. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0074960
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DOI: https://doi.org/10.1007/BFb0074960
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Online ISBN: 978-3-540-39645-1
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