Stochastic integration in Banach spaces

DOI10.1016/0001-8708(90)90006-9zbMath0721.60059OpenAlexW4205963909MaRDI QIDQ2641002

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 theoremssemivariationpredictable processstochastic finitely additive measurevector valued stochastic integration

Mathematics Subject Classification ID

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

Related Items (2)

Itô-Föllmer calculus in Banach spaces. I: The Itô formula ⋮ An approach to stochastic integration in general separable Banach spaces

Cites Work

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

This page was built for publication: Stochastic integration in Banach spaces