Stochastic processes with finite semivariation in Banach spaces and their stochastic integral |
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Authors: | Nicolae Dinculeanu |
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Affiliation: | (1) Dept. of Mathematics, University of Florida, P.O. Box 118105, 32611-8105 Gainesville, FL, USA |
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Abstract: | In this Paper we study a new class of Banach-valued Processes which are summable: the Processes with integrable semivariation. One can define the Stochastic Integral for such processes, which can be computed pathwise, as a Stieltjes integral with respect to a function with finite semivariation (rather than finite variation). |
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