Stochastic processes in nuclear spaces: quasi-martingales and decompositions

James K. Brooks; Domenico Candeloro; Anna Martellotti

Mathematica Slovaca (2005)

  • Volume: 55, Issue: 3, page 271-282
  • ISSN: 0232-0525

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Brooks, James K., Candeloro, Domenico, and Martellotti, Anna. "Stochastic processes in nuclear spaces: quasi-martingales and decompositions." Mathematica Slovaca 55.3 (2005): 271-282. <http://eudml.org/doc/32211>.

@article{Brooks2005,
author = {Brooks, James K., Candeloro, Domenico, Martellotti, Anna},
journal = {Mathematica Slovaca},
keywords = {stochastic process; weak quasi-martingale; Riesz decomposition},
language = {eng},
number = {3},
pages = {271-282},
publisher = {Mathematical Institute of the Slovak Academy of Sciences},
title = {Stochastic processes in nuclear spaces: quasi-martingales and decompositions},
url = {http://eudml.org/doc/32211},
volume = {55},
year = {2005},
}

TY - JOUR
AU - Brooks, James K.
AU - Candeloro, Domenico
AU - Martellotti, Anna
TI - Stochastic processes in nuclear spaces: quasi-martingales and decompositions
JO - Mathematica Slovaca
PY - 2005
PB - Mathematical Institute of the Slovak Academy of Sciences
VL - 55
IS - 3
SP - 271
EP - 282
LA - eng
KW - stochastic process; weak quasi-martingale; Riesz decomposition
UR - http://eudml.org/doc/32211
ER -

References

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  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. (1987) MR1046410
  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. (1990) Zbl0737.60043MR1118439
  3. BROOKS J. K., Stochastic integration in nuclear spaces, Preprint. 
  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. (1997) MR1628585
  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. (1993) Zbl0877.46035MR1255656
  6. CANDELORO D.-MARTELLOTTI A., Radon-Nikodym theorems for vector-valued finitely additive measures, Rend. Mat. Appl. (7) 12 (1992), 1071-1086. (1992) Zbl0769.28008MR1218605
  7. DIESTEL J.-UHL J. J., Vector Measures, Amer. Math. Soc, Providence, RI, 1977. (1977) Zbl0369.46039MR0453964
  8. DUNFORD N.-SCHWARTZ J. T., Linear Operators I, General Theory. Pure Appl. Math. (N.Y.) 6, Interscience Publishers, New York-London, 1958. (1958) Zbl0084.10402MR0117523
  9. KUSSMAUL A. U., Stochastic Integration and Generalized Martingales, Pitman, London, 1978. (1978) MR0488281
  10. METIVIER M.-PELLEUMAIL J., Stochastic Integration, Academic Press, New York, 1980. (1980) Zbl0463.60004
  11. PIETSCH A., Nuclear Locally Convex Spaces, Akademie-Verlag, Berlin, 1972. (1972) Zbl0308.47024MR0350360
  12. USTUNEL S., Stochastic integration on nuclear spaces and its applications, Ann. Inst. H. Poincare 18 (1982), 165-200. (1982) Zbl0506.60050MR0662449

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