Vector Measures of Bounded γ-variation and Stochastic Integrals

DOI10.1007/978-3-0346-0211-2_27zbMATH Open1259.46036arXiv0906.1883OpenAlexW1480057256MaRDI QIDQ2909330FDOQ2909330

Authors: Jan van Neerven, Lutz Weis 

Publication date: 30 August 2012

Published in: Vector Measures, Integration and Related Topics (Search for Journal in Brave)

Abstract: We introduce the class of vector measures of bounded $gamma$-variation and study its relationship with vector-valued stochastic integrals with respect to Brownian motions.

Full work available at URL: https://arxiv.org/abs/0906.1883

zbMATH Keywords

vector measuresstochastic integrationbounded randomized variation

Mathematics Subject Classification ID

Vector-valued measures and integration (46G10) Stochastic integrals (60H05)

Cited In (2)

• A characterization of Gibbs measures on \(C(0,1)^{\mathbb{Z}^ d}\) by the stochastic calculus of variations
• Multivariate stochastic integrals with respect to independently scattered random measures on $\delta$-rings

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