Stochastic Fubini Theorem for Semimartingales in Hilbert Space
1990 ◽
Vol 42
(5)
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pp. 890-901
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Keyword(s):
In this paper we will study the Fubini theorem for stochastic integrals with respect to semimartingales in Hilbert space.Let (Ω, , P) he a probability space, (X, , μ) a measure space, H and G two Hilbert spaces, L(H, G) the space of bounded linear operators from H into G, Z an H-valued semimartingale relative to a given filtration, and φ: X × R+ × Ω → L(H, G) a function such that for each t ∈ R+ the iterated integrals are well-defined (the integrals with respect to μ are Bochner integrals). It is often necessary to have sufficient conditions for the process Y1 to be a version of the process Y2 (e.g. [1], proof of Theorem 2.11).
1982 ◽
Vol 23
(1)
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pp. 91-95
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Keyword(s):
1987 ◽
Vol 39
(4)
◽
pp. 880-892
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1988 ◽
Vol 31
(1)
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pp. 127-144
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Keyword(s):
Keyword(s):
1988 ◽
Vol 31
(1)
◽
pp. 99-105
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1982 ◽
Vol 34
(4)
◽
pp. 883-887
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1987 ◽
Vol 29
(2)
◽
pp. 245-248
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2017 ◽
Vol 32
◽
pp. 172-183
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