Some integration techniques for real-valued functions with respect to vector measures with values in Banach spaces (and viceversa) are investigated in order to establish abstract versions of classical theorems of Probability and Stochastic Processes. In particular the Girsanov Theorem is extended and used with the treated methods.
A vector Girsanov result and its applications to conditional measures via the Birkhoff integrability
Candeloro, DomenicoMembro del Collaboration Group
;Sambucini, Anna Rita
Membro del Collaboration Group
;
2019
Abstract
Some integration techniques for real-valued functions with respect to vector measures with values in Banach spaces (and viceversa) are investigated in order to establish abstract versions of classical theorems of Probability and Stochastic Processes. In particular the Girsanov Theorem is extended and used with the treated methods.File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
