Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Brownian representations of cylindrical continuous local martingales   In this paper we give necessary and sufficient conditions for a cylindrical
continuous local martingale to be the stochastic integral with respect to a
cylindrical Brownian motion. In particular we consider the class of cylindrical
martingales with closed operator-generated covariations. We also prove that for
every cylindrical continuous local martingale $M$ there exists a time change
$\tau$ such that $M\circ \tau$ is Brownian representable.

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The categories of this paper are: cond-mat
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The categories of this paper are: chem-ph
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The categories of this paper are: hep-th
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The categories of this paper are: quant-ph
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The categories of this paper are: astro-ph
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The categories of this paper are: supr-con
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The categories of this paper are: atom-ph
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The categories of this paper are: stat
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The categories of this paper are: hep-lat
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The categories of this paper are: q-fin
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The categories of this paper are: alg-geom
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The categories of this paper are: mtrl-th
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The categories of this paper are: bayes-an
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The categories of this paper are: ao-sci
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The categories of this paper are: funct-an
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The categories of this paper are: math-ph