16 citations · 55 across the 9 of their papers we have counts for
Showing 2016 · math.PRShow all
2 papers · 2 filters
math.PR2016★ 2 cited
Brownian representations of cylindrical continuous local martingales
Ivan S. Yaroslavtsev
In this paper we give necessary and sufficient conditions for a cylindrical continuous local martingale to be the stochastic integral with respect to a cylindrical Brownian motion.…
math.PR2016★ 14 cited
Cylindrical continuous martingales and stochastic integration in infinite dimensions
Mark Veraar, Ivan Yaroslavtsev
In this paper we define a new type of quadratic variation for cylindrical continuous local martingales on an infinite dimensional spaces. It is shown that a large class of cylindri…