A vector Girsanov result and its applications to conditional measures via the Birkhoff integrability

DOI10.1007/S00009-019-1431-XMaRDI QIDQ2280064zbMATH OpenOpenAlexWikidataFDO

Authors Luca Trastulli, Domenico Candeloro, A. R. Sambucini

Publication date 17 December 2019

Published in Mediterranean Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1811.04597

zbMATH Keywords

Birkhoff integralGirsanov theoremvector measure

Mathematics Subject Classification ID

Vector-valued set functions, measures and integrals (28B05) Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Banach lattices (46B42) Vector-valued measures and integration (46G10) Martingales with continuous parameter (60G44)

Abstract: Some integration techniques for real-valued functions with respect to vector measures with values in Banach spaces (and viceversa) are investigated in order to establish abstract versions of classical theorems of Probability and Stochastic Processes. In particular the Girsanov Theorem is extended and used with the treated methods.

Recommendations

• Girsanov's theorem in vector lattices
• Vector integrals: the Fubini and Prokhorov theorems
• On integration of vector functions with respect to vector measures
• Vector-Valued Stochastic Processes. II. A Radon-Nikodym Theorem for Vector-Valued Processes with Finite Variation
• Girsanov's theorem on abstract Wiener spaces

Cites work

• A Birkhoff type integral and the Bourgain property in a locally convex space
• A note on comparisons between Birkhoff and McShane-type integrals for multifunctions
• Absolutely summing operators and integration of vector-valued functions
• An extension of the Birkhoff integrability for multifunctions
• Birkhoff integral for multi-valued functions
• Comparison between Birkhoff integral and Gould integral
• Comparison between some norm and order gauge integrals in Banach lattices
• Differentiability and weak differentiability
• Differential calculus in Riesz spaces and applications to \(g\)-calculus
• Elementary Stochastic Calculus, with Finance in View
• Generalization of the theorems of Barndorff-Nielsen and Balakrishnan-Stepanov to Riesz spaces
• Girsanov's theorem in vector lattices
• Henstock multivalued integrability in Banach lattices with respect to pointwise non atomic measures
• scientific article; zbMATH DE number 695431 (Why is no real title available?)
• scientific article; zbMATH DE number 5582280 (Why is no real title available?)
• Integration of Functions with Values in a Bananch Space
• Limit laws for martingales in vector lattices
• On an Identity for Stochastic Integrals
• On Birkhoff integrability for scalar functions and vector measures
• On set-valued cone absolutely summing maps
• On the integration of Riemann-measurable vector-valued functions
• On the integration of vector-valued functions
• Pointwise limits of Birkhoff integrable functions
• Relations among gauge and Pettis integrals for \(cwk(X)\)-valued multifunctions
• Set valued integrability in non separable Fréchet spaces and applications
• Set-valued Brownian motion
• Some applications of nonabsolute integrals in the theory of differential inclusions in Banach spaces
• Some full characterizations of differentiable functions
• Some new results on integration for multifunction
• Some remarks about Birkhoff and Rieman-Lebesgue integrability of vector valued functions
• The Birkhoff integral and the property of Bourgain
• The Henstock and McShane integrals of vector-valued functions
• Universal Birkhoff integrability in dual Banach spaces

Cited in

(5)

• A Girsanov result for the Pettis integral
• Life and work of Domenico Candeloro: an appreciation
• Convergence results in Birkhoff weak integrability
• Some remarks on Vainikko integral operators in BV type spaces
• Girsanov's theorem in vector lattices

This page was built for publication: A vector Girsanov result and its applications to conditional measures via the Birkhoff integrability

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2280064)