Radon-Nikodým derivatives of Hilbert space valued measures

DOI10.1080/15598608.2011.10412040MaRDI QIDQ2324153zbMATH OpenOpenAlexFDO

Authors Yûichirô Kakihara

Publication date 13 September 2019

Published in Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15598608.2011.10412040

zbMATH Keywords

Hilbert space valued measuresv-boundednessweak Radon-Nikodým derivatives

Mathematics Subject Classification ID

Vector-valued set functions, measures and integrals (28B05) Measures and integration on abstract linear spaces (46G12) General second-order stochastic processes (60G12)

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Cites work

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• Integration with respect to Hilbert-Schmidt class operator valued measures

Cited in

(15)

• Set-valued measure and set-valued weak Radon-Nikodym derivative of a set-valued measure
• A note on Radon-Nikodym theorem for operator valued measures and its applications
• scientific article; zbMATH DE number 5005241 (Why is no real title available?)
• Weak Radon-Nikodým derivatives, Dunford-Schwartz type integration, and Cramer and Karhunen processes
• On the Radon-Nikodym derivatives of non-Fredholm linear transformations in the space of continuous functions of several variables
• DELTA FUNCTIONS OF OBSERVABLES AND RADON–NIKODYM DERIVATIVES OF SPECTRAL MEASURES
• scientific article; zbMATH DE number 4111336 (Why is no real title available?)
• scientific article; zbMATH DE number 1982964 (Why is no real title available?)
• scientific article; zbMATH DE number 1383072 (Why is no real title available?)
• Orthogonally scattered measures and weak Radon-Nikodým derivatives
• On the weak distribution of signed measure in the Hilbert space
• Some comments on scalar differentiation of vector-valued functions
• On some special cases of the Radon-Nikodym theorem for vector- and operator-valued measures
• Anticipative information in a Brownian-Poisson market
• Optimal portfolios with anticipating information on the stochastic interest rate

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