Badrikian, Albert; Üstünel, Ali Süleyman Radonification of cylindrical semimartingales on Hilbert spaces. (English) Zbl 0856.60005 Ann. Math. Blaise Pascal 3, No. 1, 13-21 (1996). It is shown that a cylindrical semi-martingale on a Hilbert space becomes a semi-martingale with values in that space when composed with three specific Hilbert-Schmidt operators. Reviewer: A.Dale (Durban) Cited in 4 Documents MSC: 60B05 Probability measures on topological spaces 60G99 Stochastic processes Keywords:Radonification; cylindrical semi-martingale on a Hilbert space; Hilbert-Schmidt operators PDFBibTeX XMLCite \textit{A. Badrikian} and \textit{A. S. Üstünel}, Ann. Math. Blaise Pascal 3, No. 1, 13--21 (1996; Zbl 0856.60005) Full Text: DOI Numdam EuDML References: [1] Badrikian, A. : Séminaire sur les Fonctions Aléatoires et les Mesures Cylindriques. vol.139. Springer, 1970. · Zbl 0209.48402 [2] Dellacherie, C. and Meyer, P.A.: Probabilités et Potentiel, Chapitre V-VIII. Paris, Hermann, 1980. · Zbl 0464.60001 [3] Memin, J.: “Espaces de semi-martingales et changement de probabilité”. Z. Wahrscheinlichkeitstheorie verw. Gebiete, 52, p.9-39, 1980. · Zbl 0407.60046 [4] Schwartz, L.:“Semi-martingales banachiques: le théorème des trois opérateurs”. Séminaire de Probabilités XXVIII, p. 1- 20. vol. 1583. Springer, 1994. · Zbl 0812.60007 [5] Üstünel, A.S.:“A characterization of semimartingales on nuclear spaces”. Z. Wahrscheinlichkeitstheorie verw. Gebiete, 60, p.21-39, 1982. · Zbl 0466.60006 This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.