Commutation of Variation and Dual Projection

DOI10.2307/2161152zbMath0826.60027OpenAlexW4247833314MaRDI QIDQ4845861

David K. Neal

Publication date: 14 November 1995

Full work available at URL: https://doi.org/10.2307/2161152

zbMATH Keywords

stochastic measuresRadon-Nikodym propertyoptional stochastic integralintegrable variationdual projections

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Stochastic integrals (60H05)

Cites Work

• Unnamed Item
• Vector-valued stochastic processes. I. Vector measures and vector-valued stochastic processes with finite variation
• Characterization of \(O\)-summable processes
• Lebesgue-type spaces for vector integration, linear operators, weak completeness and weak compactness
• Vector-Valued Stochastic Processes. V. Optional and Predictable Variation of Stochastic Measures and Stochastic Processes

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