For any collection of continuous semimartingales, the space of extended stochastic integrals is isomorphic to a reproducing kernel Hilbert space built from the covariation structure, and this isomorphism characterizes viable infinite-asset markets.
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Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to Mathematical Finance
For any collection of continuous semimartingales, the space of extended stochastic integrals is isomorphic to a reproducing kernel Hilbert space built from the covariation structure, and this isomorphism characterizes viable infinite-asset markets.