Let B be a separable real Banach space and X(t) be a symmetric conservative diffusionprocess taking values in B. In this paper, we decompose the functional u(X(t),t) into a sumof a square integrable martingale and a r...Let B be a separable real Banach space and X(t) be a symmetric conservative diffusionprocess taking values in B. In this paper, we decompose the functional u(X(t),t) into a sumof a square integrable martingale and a regular 0-quadratic variation process. On this basis, weestablish the predictable representation theorem of X(t).展开更多
基金This project is supported by the National Natural Science Foundation of China
文摘Let B be a separable real Banach space and X(t) be a symmetric conservative diffusionprocess taking values in B. In this paper, we decompose the functional u(X(t),t) into a sumof a square integrable martingale and a regular 0-quadratic variation process. On this basis, weestablish the predictable representation theorem of X(t).
