Stochastic integration with respect to a stochastic integral |
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| Authors: | Nicolae Dinculeanu |
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| Affiliation: | Department of Mathematics , University of Florida , Gainesville, Florida, 32611 |
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| Abstract: | In this paper we prove first the property of integration with respect to a measure defined by density,h(fm) = (hf)mor a measure mand functions f,h, taking values in Banach spaces. Then we use this result to prove the similar “associativity” property of the stochastic integralL.(K-X)= (LK) Xfor processes X,K,Ltaking values in Banach spaces |
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