A weak stochastic integral is introduced, for a predictable process H with valued in a Banach space F, with respect to a real-valued summable process X. Relations with the strong-type integrals already known are investigated, and an example is shown in order to prove that, if F is infinite-dimensional, weak integrability does not imply strong integrability.
Weak Stochastic Integration in Banach Spaces
CANDELORO, Domenico
2001
Abstract
A weak stochastic integral is introduced, for a predictable process H with valued in a Banach space F, with respect to a real-valued summable process X. Relations with the strong-type integrals already known are investigated, and an example is shown in order to prove that, if F is infinite-dimensional, weak integrability does not imply strong integrability.File in questo prodotto:
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