Aydın, Uğur2023-04-072023-04-072023-032023-032023-04-04http://hdl.handle.net/11693/112322Cataloged from PDF version of article.Thesis (Master's): Bilkent University, Department of Mathematics, İhsan Doğramacı Bilkent University, 2023.Includes bibliographical references (leave 63-65).We show that square integrable martingales adapted to the filtration generated by a weak solution of a stochastic differential equation driven by a cylindrical Wiener process on a separable real Hilbert space that has the weak uniqueness property has a martingale representation driven by the martingale part of the stochastic differential equation.vii, 65 leaves ; 30 cmEnglishinfo:eu-repo/semantics/openAccessStochastic differential equationMartingale representationMalliavin calculusThesisB161930