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Stochastic integration with respect to a stochastic integral

 

作者: Nicolae Dinculeanu,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 1997）
卷期: Volume 15, issue 5  

页码: 701-721

 

ISSN:0736-2994

 

年代: 1997

 

DOI:10.1080/07362999708809503

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

In this paper we prove first the property of integration with respect to a measure defined by density,h(fm) = (hf)mor a measuremand functionsf,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 processesX,K,Ltaking values in Banach spaces

 

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