Assume that B is a separable real Banach space and X(t) is a diffusion process on B. In thispaper, we will establish the representation theorem of martingale additive functionals of X(t).
文摘Assume that B is a separable real Banach space and X(t) is a diffusion process on B. In thispaper, we will establish the representation theorem of martingale additive functionals of X(t).