Vector-valued stochastic processes. I. Vector measures and vector-valued stochastic processes with finite variation
type: Item
instance of: scholarly article
title: Vector-valued stochastic processes. I. Vector measures and vector-valued stochastic processes with finite variation
zbMATH Open document ID: 0647.60062
DOI: 10.1007/BF01046932
author: Nicolae Dinculeanu
published in: Journal of Theoretical Probability
publication date: 1988-01-01T00:00:00Z
review text: Let (\(\Omega\),\({\mathcal F},P)\) be a probability space and \({\mathcal M}={\mathcal B}(R_+)\times {\mathcal F}\), where \({\mathcal B}(R_+)\) denotes the Borel subsets of [0,\(\infty)\). Furthermore, let E,F,G\(\subset L(E,F)\) be
Mathematics Subject Classification ID: 60H05
zbMATH DE Number: 4056705
zbMATH Keywords: vector-valued stochastic processes
zbMATH Keywords: stochastic measure
MaRDI profile type: Publication
cites work: Q3957682
cites work: Integral representation of dominated operations on spaces of continuous vector fields
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full work available at URL: https://doi.org/10.1007/bf01046932
OpenAlex ID: W2335388759
description: scientific article; zbMATH DE number 4056705