Keywords
- Brownian Motion
- Vector Measure
- Local Martingale
- Predictable Process
- Outer Measure
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References
M. EMERY: Stabilité des solutions des equations differentielles stochastiques; applications aux intégrales multiplicatives stochastiques. (To appear).
M. METIVIER: The stochastic integral with respect to processes with values in a reflexive Banach space. Theory of Prob. and its Appl. 29 (1974), pp. 758–787.
P-A. MEYER: Un cours sur les intégrals stochastiques; Seminaire de Probabilité de l’Université de Strasbourg X, Lecture Notes in Math. 511, Springer-Verlag, Berlin, 1976.
J. PELLAUMAIL: Une nouvelle construction de l’intégrale stochastique; Asterisque 9.
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© 1978 Springer-Verlag
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Walsh, J.B. (1978). Vector measures and the ito integral. In: Aron, R.M., Dineen, S. (eds) Vector Space Measures and Applications II. Lecture Notes in Mathematics, vol 645. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0069676
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DOI: https://doi.org/10.1007/BFb0069676
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Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-08669-7
Online ISBN: 978-3-540-35903-6
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