A vector Girsanov result and its applications to conditional measures via the Birkhoff integrability
DOI10.1007/s00009-019-1431-xzbMath1429.28020arXiv1811.04597OpenAlexW2982236832WikidataQ127025986 ScholiaQ127025986MaRDI QIDQ2280064
Luca Trastulli, Anna Rita Sambucini, Domenico Candeloro
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
Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Banach lattices (46B42) Vector-valued set functions, measures and integrals (28B05) Martingales with continuous parameter (60G44) Vector-valued measures and integration (46G10)
Related Items (4)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Some full characterizations of differentiable functions
- On the integration of Riemann-measurable vector-valued functions
- Differential calculus in Riesz spaces and applications to \(g\)-calculus
- Relations among gauge and Pettis integrals for \(cwk(X)\)-valued multifunctions
- An extension of the Birkhoff integrability for multifunctions
- Differentiability and weak differentiability
- Absolutely summing operators and integration of vector-valued functions
- Henstock multivalued integrability in Banach lattices with respect to pointwise non atomic measures
- On Birkhoff integrability for scalar functions and vector measures
- On the integration of vector-valued functions
- The Henstock and McShane integrals of vector-valued functions
- Set-valued Brownian motion
- Some new results on integration for multifunction
- The Birkhoff integral and the property of Bourgain
- Birkhoff integral for multi-valued functions
- Generalization of the theorems of Barndorff-Nielsen and Balakrishnan-Stepanov to Riesz spaces
- Girsanov's theorem in vector lattices
- Comparison between Birkhoff integral and Gould integral
- On set-valued cone absolutely summing maps
- A note on comparisons between Birkhoff and McShane-type integrals for multifunctions
- A Birkhoff type integral and the Bourgain property in a locally convex space
- Limit laws for martingales in vector lattices
- Some Applications of Nonabsolute Integrals in the Theory of Differential Inclusions in Banach Spaces
- Set valued integrability in non separable Fréchet spaces and applications
- Universal Birkhoff integrability in dual Banach spaces
- Pointwise limits of Birkhoff integrable functions
- Elementary Stochastic Calculus, with Finance in View
- On an Identity for Stochastic Integrals
- Comparison between some norm and order gauge integrals in Banach lattices
- Integration of Functions with Values in a Bananch Space
This page was built for publication: A vector Girsanov result and its applications to conditional measures via the Birkhoff integrability