We formulate a version of the Kondurar theorem and a generalization of the Ito formula for Riesz space-valued functions with respect to a convergence, satisfying suitable axioms. Both almost everywhere convergence and convergence in probability are included. We also present some applications of the Ito formula.
Kondurar Theorem and Ito Formula in Riesz Spaces
BOCCUTO, Antonio;CANDELORO, Domenico;
2006
Abstract
We formulate a version of the Kondurar theorem and a generalization of the Ito formula for Riesz space-valued functions with respect to a convergence, satisfying suitable axioms. Both almost everywhere convergence and convergence in probability are included. We also present some applications of the Ito formula.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.
