Stochastic integration in Banach spaces

DOI10.1016/0001-8708(90)90006-9zbMATH Open0721.60059OpenAlexW4205963909MaRDI QIDQ2641002FDOQ2641002

Nicolae Dinculeanu, James K. Brooks

Publication date: 1990

Published in: Advances in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0001-8708(90)90006-9

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zbMATH Keywords

Lebesgue spacelimit theoremspredictable processsemivariationstochastic finitely additive measurevector valued stochastic integration

Mathematics Subject Classification ID

Vector-valued set functions, measures and integrals (28B05) Stochastic integrals (60H05)

Cites Work

• Semimartingales: A course on stochastic processes
• Lebesgue-type spaces for vector integration, linear operators, weak completeness and weak compactness
• Stochastic Integrals Based on Martingales Taking Values in Hilbert Space
• The Stochastic Integral with Respect to Processes with Values in a Reflexive Banach Space
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Cited In (21)

• Title not available (Why is that?)
• Stochastic operator integrals
• An approach to stochastic integration in general separable Banach spaces
• Conditions for stochastic integrability in UMD Banach spaces
• Title not available (Why is that?)
• Title not available (Why is that?)
• Some remarks on tangent martingale difference sequences in \(L^{1}\)-spaces
• Title not available (Why is that?)
• Some aspects of the theory of stochastic integrals
• Stochastic integration in UMD Banach spaces
• Itô-Föllmer calculus in Banach spaces. I: The Itô formula
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Stochastic integration of functions with values in a Banach space
• On a Banach space of functions associated with a homogeneous additive process
• Title not available (Why is that?)
• Stochastic integration of operator-valued functions with respect to Banach space-valued Brownian motion
• Title not available (Why is that?)
• Stochastic Integration in Banach Spaces

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