Commutation of Variation and Dual Projection

DOI10.2307/2161152MaRDI QIDQ4845861zbMATH OpenOpenAlexFDO

Authors David K. Neal

Publication date 14 November 1995

Full work available at URL https://doi.org/10.2307/2161152

zbMATH Keywords

stochastic measuresRadon-Nikodym propertyoptional stochastic integralintegrable variationdual projections

Mathematics Subject Classification ID

Stochastic integrals (60H05) General theory of stochastic processes (60G07)

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Cites work

• scientific article; zbMATH DE number 3778409 (Why is no real title available?)
• Characterization of \(O\)-summable processes
• Lebesgue-type spaces for vector integration, linear operators, weak completeness and weak compactness
• Vector-Valued Stochastic Processes. V. Optional and Predictable Variation of Stochastic Measures and Stochastic Processes
• Vector-valued stochastic processes. I. Vector measures and vector-valued stochastic processes with finite variation

Cited in

(3)

• Before and after default: information and optimal portfolio via anticipating calculus
• Vector-Valued Stochastic Processes. V. Optional and Predictable Variation of Stochastic Measures and Stochastic Processes
• scientific article; zbMATH DE number 4056691 (Why is no real title available?)

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