Vector-Valued Stochastic Processes. V. Optional and Predictable Variation of Stochastic Measures and Stochastic Processes

DOI10.2307/2047023zbMath0691.60030OpenAlexW4249648474MaRDI QIDQ3033058

Nicolae Dinculeanu

Publication date: 1988

Full work available at URL: https://doi.org/10.2307/2047023

zbMATH Keywords

optionalBanach spaceRadon-Nikodym propertystochastic measurepredictable

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) General theory of stochastic processes (60G07)

Related Items (4)

Vector valued stochastic processes. IV: Integral representation of linear operations on spaces of stochastic processes ⋮ Commutation of Variation and Dual Projection ⋮ Stochastic integration for abstract, two parameter stochastic processes. I: Stochastic processes with finite semivariation in Banach spaces ⋮ Stochastic processes with finite semivariation in Banach spaces and their stochastic integral

Cites Work

• Vector-valued stochastic processes. I. Vector measures and vector-valued stochastic processes with finite variation
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