Stochastic integration in Banach spaces

DOI10.1016/0001-8708(90)90006-9MaRDI QIDQ2641002zbMATH OpenOpenAlexFDO

Authors James K. Brooks, Nicolae Dinculeanu

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

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)

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Cites work

• scientific article; zbMATH DE number 4067975 (Why is no real title available?)
• scientific article; zbMATH DE number 3671423 (Why is no real title available?)
• scientific article; zbMATH DE number 3429891 (Why is no real title available?)
• scientific article; zbMATH DE number 3421706 (Why is no real title available?)
• Lebesgue-type spaces for vector integration, linear operators, weak completeness and weak compactness
• Semimartingales: A course on stochastic processes
• Stochastic Integrals Based on Martingales Taking Values in Hilbert Space
• The Stochastic Integral with Respect to Processes with Values in a Reflexive Banach Space

Cited in

(22)

• scientific article; zbMATH DE number 5174016 (Why is no real title available?)
• Stochastic operator integrals
• Stochastic integration in Banach spaces -- a survey
• An approach to stochastic integration in general separable Banach spaces
• Conditions for stochastic integrability in UMD Banach spaces
• scientific article; zbMATH DE number 4015788 (Why is no real title available?)
• Some remarks on tangent martingale difference sequences in \(L^{1}\)-spaces
• scientific article; zbMATH DE number 1540658 (Why is no real title available?)
• scientific article; zbMATH DE number 1210401 (Why is no real title available?)
• Some aspects of the theory of stochastic integrals
• Stochastic integration in UMD Banach spaces
• Itô-Föllmer calculus in Banach spaces. I: The Itô formula
• scientific article; zbMATH DE number 16142 (Why is no real title available?)
• scientific article; zbMATH DE number 1884266 (Why is no real title available?)
• scientific article; zbMATH DE number 890839 (Why is no real title available?)
• scientific article; zbMATH DE number 3967585 (Why is no real title available?)
• On a Banach space of functions associated with a homogeneous additive process
• Stochastic integration of functions with values in a Banach space
• Stochastic integration of operator-valued functions with respect to Banach space-valued Brownian motion
• scientific article; zbMATH DE number 1857846 (Why is no real title available?)
• scientific article; zbMATH DE number 4149280 (Why is no real title available?)
• Stochastic Integration in Banach Spaces

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