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In [Yong 2004], it was proved that as long as the integrand has certain properties, the corresponding Itô integral can be written as a (parameterized) Lebesgue integral (or a Bochner integral). In this paper, we show that such a question can be answered in a more positive and refined way. To do this, we need to characterize the dual of the Banach space of some vector-valued stochastic processes having different integrability with respect to the time variable and the probability measure. The later...
We deal with the representation of locally convex algebras. On one hand as subalgebras of some weighted space CV(X) and on the other hand, in the case of uniformly A-convex algebras, as inductive limits of Banach algebras. We also study some questions on the spectrum of a locally convex algebra.
We present a Riesz type representation theorem for multilinear operators defined on the product of C(K,X) spaces with values in a Banach space. In order to do this we make a brief exposition of the theory of operator valued polymeasures.
The Radon-Nikodým property was introduced to describe those Banach spaces X for which all operators acting between L1 and X have a representation function. These spaces can be characterized in terms of martingales, as those spaces in which every uniformly bounded martingale converges. In the present work we study some classes of operators defined upon their behaviour with respect to the convergence of such martingales. We prove that an operator preserves the non-convergence of uniformly bounded...
Effect algebras have important applications in the foundations of quantum mechanics and in fuzzy probability theory. An effect algebra that possesses a convex structure is called a convex effect algebra. Our main result shows that any convex effect algebra admits a representation as a generating initial interval of an ordered linear space. This result is analogous to a classical representation theorem for convex structures due to M.H. Stone.
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