Vector-Valued Stochastic Processes. II. A Radon-Nikodym Theorem for Vector-Valued Processes with Finite Variation

DOI10.2307/2045895zbMath0669.60037OpenAlexW4256013278MaRDI QIDQ3822926

Nicolae Dinculeanu

Publication date: 1988

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2045895

zbMATH Keywords

optionalRadon-Nikodým theoremliftingfinite variationincreasing processevanescentpredictableseparability conditions

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Generalized stochastic processes (60G20)

Related Items (2)

Representation of Itô integrals by Lebesgue/Bochner integrals ⋮ Andô-Douglas type characterization of optional projections and predictable projections

This page was built for publication: Vector-Valued Stochastic Processes. II. A Radon-Nikodym Theorem for Vector-Valued Processes with Finite Variation