A semireflexive locally convex space E enjoys property (SP)* if, for every bounded set B⊂E, the space E∗b(B0) is separable. In this paper, a general version of the Radon-Nikodym theorem is proved, for measures ranging in this class of locally convex spaces. Applications are given in order to deduce a Riesz-type decomposition of Quasi-Martingales taking values in nuclear spaces.
Stochastic processes in nuclear spaces: quasi martingales and decompositions
CANDELORO, Domenico;MARTELLOTTI, Anna
2005
Abstract
A semireflexive locally convex space E enjoys property (SP)* if, for every bounded set B⊂E, the space E∗b(B0) is separable. In this paper, a general version of the Radon-Nikodym theorem is proved, for measures ranging in this class of locally convex spaces. Applications are given in order to deduce a Riesz-type decomposition of Quasi-Martingales taking values in nuclear spaces.File in questo prodotto:
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