Stochastic processes with finite semivariation in Banach spaces and their stochastic integral
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).
scientific article; zbMATH DE number 1339491