Stochastic processes with finite semivariation in Banach spaces and their stochastic integral
- 19 Downloads
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).
KeywordsBanach Space Additive Measure Integrable Variation Countable Family Finite Family
Unable to display preview. Download preview PDF.