Vector-valued stochastic processes. I. Vector measures and vector-valued stochastic processes with finite variation
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
scientific article; zbMATH DE number 4056705