| Title:
|
Stochastic processes in nuclear spaces: quasi-martingales and decompositions (English) |
| Author:
|
Brooks, James K. |
| Author:
|
Candeloro, Domenico |
| Author:
|
Martellotti, Anna |
| Language:
|
English |
| Journal:
|
Mathematica Slovaca |
| ISSN:
|
0139-9918 |
| Volume:
|
55 |
| Issue:
|
3 |
| Year:
|
2005 |
| Pages:
|
271-282 |
| . |
| Category:
|
math |
| . |
| MSC:
|
28B05 |
| MSC:
|
60G48 |
| idZBL:
|
Zbl 1113.28009 |
| idMR:
|
MR2181005 |
| . |
| Date available:
|
2009-09-25T14:26:03Z |
| Last updated:
|
2012-08-01 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/131891 |
| . |
| Reference:
|
[1] BROOKS J. K.-DINCULEANU N.: Regularity and the Doob-Meyer decomposition of abstract quasi martingales.In: Stochastic processes, Semin., Princeton, NJ, 1987. Prog. Probab. Stat. 15, Birkhauser, Boston, MA, 1988, pp. 21-63. MR 1046410 |
| Reference:
|
[2] BROOKS J. K.-DINCULEANU N.: Stochastic integration in Banach spaces.In: Stochastic processes, Proc. Semin., Vancouver (Can.), 1990. Prog. Probab. 24, Birkhauser, Boston, MA, 1991, pp. 27-127. Zbl 0737.60043, MR 1118439 |
| Reference:
|
[3] BROOKS J. K.: Stochastic integration in nuclear spaces.Preprint. |
| Reference:
|
[4] BROOKS J. K.-CANDELORO D.-MARTELLOTTI A.: On finitely additive measures in nuclear spaces.Atti Sem. Mat. Fis. Univ. Modena 46 (1997), 37-50. MR 1628585 |
| Reference:
|
[5] BROOKS J. K.-MARTELLOTTI A. : Decomposition theorems for weak quasi Martingales.Boll. Unione Mat. Ital. Sez. B Artie. Ric. Mat. (8) 7 (1993), 937-959. Zbl 0877.46035, MR 1255656 |
| Reference:
|
[6] CANDELORO D.-MARTELLOTTI A.: Radon-Nikodym theorems for vector-valued finitely additive measures.Rend. Mat. Appl. (7) 12 (1992), 1071-1086. Zbl 0769.28008, MR 1218605 |
| Reference:
|
[7] DIESTEL J.-UHL J. J.: Vector Measures.Amer. Math. Soc, Providence, RI, 1977. Zbl 0369.46039, MR 0453964 |
| Reference:
|
[8] DUNFORD N.-SCHWARTZ J. T.: Linear Operators I.General Theory. Pure Appl. Math. (N.Y.) 6, Interscience Publishers, New York-London, 1958. Zbl 0084.10402, MR 0117523 |
| Reference:
|
[9] KUSSMAUL A. U.: Stochastic Integration and Generalized Martingales.Pitman, London, 1978. MR 0488281 |
| Reference:
|
[10] METIVIER M.-PELLEUMAIL J.: Stochastic Integration.Academic Press, New York, 1980. Zbl 0463.60004 |
| Reference:
|
[11] PIETSCH A.: Nuclear Locally Convex Spaces.Akademie-Verlag, Berlin, 1972. Zbl 0308.47024, MR 0350360 |
| Reference:
|
[12] USTUNEL S.: Stochastic integration on nuclear spaces and its applications.Ann. Inst. H. Poincare 18 (1982), 165-200. Zbl 0506.60050, MR 0662449 |
| . |
