Stochastic processes with finite semivariation in Banach spaces and their stochastic integral
type: Item
instance of: scholarly article
title: Stochastic processes with finite semivariation in Banach spaces and their stochastic integral
zbMATH Open document ID: 0940.60068
DOI: 10.1007/BF02857309
author: Nicolae Dinculeanu
publication date: 2000-07-13T00:00:00Z
review text: The paper is a continuation of works of \textit{J. K. Brooks} and the author [in: Stochastic processes. Prog. Probab. 24, 27-115 (1991; Zbl 0772.60040) and Atti Semin. Mat. Fis. Univ. Modena 43, No. 2, 317-361 (1995; Zbl 0869.46023)] and the author [J. Theor. Probab. 1, No. 2, 149-169 (1988; Zbl 0647.60062)]. The author studies the Banach-valued processes with integrable semivariation. The stochastic integral for such processes can be defined and can be computed pathwise as a Stieltjes integral with respect to a function with finite semivariation (rather than finite variation; note also that for a scalar valued function the variation and the semivariation are equal).
reviewed by: Mihai Gradinaru
Mathematics Subject Classification ID: 60H05
zbMATH DE Number: 1339491
zbMATH Keywords: stochastic integrals
MaRDI profile type: Publication
cites work: Q3972791
cites work: Q4882710
cites work: Q4086511
cites work: Integral representation of dominated operations on spaces of continuous vector fields
cites work: Vector-valued stochastic processes. I. Vector measures and vector-valued stochastic processes with finite variation
cites work: Vector-Valued Stochastic Processes. V. Optional and Predictable Variation of Stochastic Measures and Stochastic Processes
published in: Rendiconti del Circolo Matematico di Palermo
description: scientific article; zbMATH DE number 1339491