A Vector Girsanov Result and its Applications to Conditional Measures via the Birkhoff Integrability
Mediterranean Journal of Mathematics(2019)
摘要
Some integration techniques for real-valued functions with respect to vector measures with values in Banach spaces (and vice versa) are investigated to establish abstract versions of classical theorems of probability and stochastic processes. In particular, the Girsanov Theorem is extended and used with the treated methods.
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关键词
Birkhoff integral,vector measure,Girsanov Theorem
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