Vector measures of bounded gamma-variation and stochastic integrals
Functional Analysis
2009-06-11 v1 Probability
Abstract
We introduce the class of vector measures of bounded -variation and study its relationship with vector-valued stochastic integrals with respect to Brownian motions.
Keywords
Cite
@article{arxiv.0906.1883,
title = {Vector measures of bounded gamma-variation and stochastic integrals},
author = {Jan van Neerven and Lutz Weis},
journal= {arXiv preprint arXiv:0906.1883},
year = {2009}
}
Comments
9 pages; to appear in the proceedings of 3rd Meeting on Vector Measures, Integration and Applications (Eichstaett, 2008)