p. 123 - 128 Predictable representation property of some Hilbertian martingales M. El Kadiri Received: November 22, 2006; Accepted: June 25, 2007 Abstract. We prove as for the real case that a martingale with values in a separabale real Hilbert space is extremal if and only if it satisfies the predictable representation property. Keywords: vectorial martingale; extremal martingale; predictable representation. AMS Subject classification: Primary: 60G44. PDF Compressed Postscript Version to read ISSN 0862-9544 (Printed edition) Faculty of Mathematics, Physics and Informatics Comenius University 842 48 Bratislava, Slovak Republic Telephone: + 421-2-60295111 Fax: + 421-2-65425882 e-Mail: amuc@fmph.uniba.sk Internet: www.iam.fmph.uniba.sk/amuc © 2008, ACTA MATHEMATICA UNIVERSITATIS COMENIANAE |