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Vector-valued stochastic processes. I. Vector measures and vector-valued stochastic processes with finite variation |
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| Authors: | Nicolae Dinculeanu |
| Institution: | (1) University on Florida, 32611 Gainesville, Florida |
| Abstract: | In this paper we study the relationship
V
(M)=E( 1
M
dV
S
) between operatorvalued processesV with finite variation  V and operator-valued stochastic measures
V
with finite variation |
V
|. The variations satisfy the inequality |
V
|
|V|, which, under certain conditions, is an equality (for example, ifV is measurable). |
| Keywords: | Stochastic process stochastic measure finite variation measurable optional predictable Banach space |
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