Exact(1)
The limit we propose for the re-scaled martingale sequence is a centred diffusion process in H − α ( D ), that is, a centred continuous Gaussian stochastic process ( X t ) t ≥ 0 taking values in H − α ( D ) with independent increments and given covariance C ( t ), t ≥ 0 ; see, e.g., [12, 25] for a discussion of Gaussian processes in Hilbert spaces.
Similar(59)
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