Independent increment processes: a multilinearity preserving property

@article{Benth2018IndependentIP,
  title={Independent increment processes: a multilinearity preserving property},
  author={Fred Espen Benth and Nils Detering and Paul Kr{\"u}hner},
  journal={Stochastics},
  year={2018},
  volume={93},
  pages={803 - 832}
}
ABSTRACT We observe a multilinearity preserving property of conditional expectation for infinite-dimensional independent increment processes defined on some abstract Banach space B. It is similar in nature to the polynomial preserving property analysed greatly for finite-dimensional stochastic processes and thus offers an infinite-dimensional generalization. However, while polynomials are defined using the multiplication operator and as such require a Banach algebra structure, the… 

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