Advertisement

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

  • Nicolae Dinculeanu
Article

Abstract

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).

Keywords

Banach Space Additive Measure Integrable Variation Countable Family Finite Family 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. [1]
    Brooks J. K., Dinculeanu N.,Stochastic Integration in Banach spaces, Seminar on Stochastic Process, Birkhauser (1991), 27–115.Google Scholar
  2. [2]
    Brooks J. K.,Integration in Banaeh spaces. Application to Stochastic Integration. Atti del Seminario Matematico e Fisico dell'Università di Modena43 (1995), 317–361.MATHMathSciNetGoogle Scholar
  3. [3]
    Dellacherie C., Meyer P.,Probabilités et Potentiel, Hermann, Paris, 1975, 1980.MATHGoogle Scholar
  4. [4]
    Dinculeanu N.,Vector measures, Pergamon Press (1967).Google Scholar
  5. [5]
    Dinculeanu N.,Vector valued Stochastic Processes I. Vector measures and Vector-valued Stochastic Processes with finite variation. J. of Theoretical Probability1 (1988), 149–169.MATHCrossRefMathSciNetGoogle Scholar
  6. [6]
    Dinculeanu N.,Vector valued Stochastic Processes V. Optional and predictable variation of Stochastic Measures and Stochastic Processes, Proc. A.M.S.104 (1988), 625–631.MATHCrossRefMathSciNetGoogle Scholar

Copyright information

© Springer 1999

Authors and Affiliations

  • Nicolae Dinculeanu
    • 1
  1. 1.Dept. of MathematicsUniversity of FloridaGainesvilleUSA

Personalised recommendations