Stochastic processes with finite semivariation in Banach spaces and their stochastic integral

被引：0

作者：

Dinculeanu N. ^{[1
]}

机构：

[1] Dept. of Mathematics, University of Florida, 32611-8105 Gainesville, FL

来源：

Rendiconti del Circolo Matematico di Palermo | 1999年 / 48卷 / 2期

关键词：

Banach Space; Additive Measure; Integrable Variation; Countable Family; Finite Family;

D O I：

10.1007/BF02857309

中图分类号：

学科分类号：

摘要：

In this Paper we study a new class of Banach-valued Processes which are summable: the Processes with integrable semivariation. One can define the Stochastic Integral for such processes, which can be computed pathwise, as a Stieltjes integral with respect to a function with finite semivariation (rather than finite variation). © 1999 Springer.

引用

页码：365 / 400

页数：35

共 6 条

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[2]

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[3]

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[6]

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