Journal of Theoretical Probability

, Volume 1, Issue 2, pp 149–169

Vector-valued stochastic processes. I. Vector measures and vector-valued stochastic processes with finite variation

  • Nicolae Dinculeanu
Article

DOI: 10.1007/BF01046932

Cite this article as:
Dinculeanu, N. J Theor Probab (1988) 1: 149. doi:10.1007/BF01046932

Abstract

In this paper we study the relationshipμV(M)=E(∫1MdVS) between operatorvalued processesV with finite variation ⋎V⋎ and operator-valued stochastic measuresμV with finite variation |μV|. The variations satisfy the inequality |μV|⩽μ|V|, which, under certain conditions, is an equality (for example, ifV is measurable).

Key Words

Stochastic process stochastic measure finite variation measurable optional predictable Banach space 

Copyright information

© Plenum Publishing Corporation 1988

Authors and Affiliations

  • Nicolae Dinculeanu
    • 1
  1. 1.University on FloridaGainesville

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