A characterization of semimartingales on nuclear spaces |
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Authors: | A S Ustunel |
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Institution: | (1) 2, Bd Auguste Blanqui, F-75013 Paris, France |
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Abstract: | Summary This work is devoted to prove the following fact: Suppose that is a nuclear space whose dual is nuclear under the strong topology. IfX is a weakly adapted mapping with values in such that for any,X'() has a modification which is a semimartingale then there exists a unique projective system of Hubert space-valued semimartingales indexed by the Hilbert-Schmidt neighbourhood base of the dual space whose projective limit isX.In the last part we study in detail a semimartingale defined as the convolution of a distribution by a random Dirac measure whose support is determined by the trajectories of a real-valued semimartingale. |
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