Additive summable processes and their stochastic integral

DOI10.1007/BF02874707MaRDI QIDQ997536zbMATH OpenFDO

Authors Nicolae Dinculeanu, Oana Mocioalca

Publication date 7 August 2007

Published in Rendiconti del Circolo Matematico di Palermo (Search for Journal in Brave)

zbMATH Keywords

stochastic integraladditive measuressummable processes

Mathematics Subject Classification ID

Vector-valued set functions, measures and integrals (28B05) Vector-valued measures and integration (46G10) Generalized stochastic processes (60G20) Stochastic integrals (60H05) Foundations of stochastic processes (60G05)

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Cites work

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• scientific article; zbMATH DE number 3553499 (Why is no real title available?)
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• scientific article; zbMATH DE number 1540658 (Why is no real title available?)
• Integral representation of dominated operations on spaces of continuous vector fields
• Lebesgue-type spaces for vector integration, linear operators, weak completeness and weak compactness
• Stochastic Integrals Based on Martingales Taking Values in Hilbert Space
• The Riesz representation theorem and extension of vector valued additive measures

Cited in

(10)

• Stochastic integrals in additive processes and application to semi-Lévy processes
• A local summability criterion for stochastic integration
• Locally integrable processes with respect to locally additive summable processes
• Characterization of \(O\)-summable processes
• Additive processes and stochastic integrals
• A summability criterion for stochastic integration
• Normalized random measures driven by increasing additive processes
• Absolutely Summing Processes
• Random Measures and Applications
• Summation through stochastic drawing of addends under steered morphing

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