Translator Disclaimer
2021 A girsanov result for the pettis integral
Domenico Candeloro, Anna Rita Sambucini, Luca Trastulli
Author Affiliations +
Real Anal. Exchange 46(1): 175-190 (2021). DOI: 10.14321/realanalexch.46.1.0175

Abstract

A kind of Pettis integral representation for a Banach valued Itô process is given and its drift term is modified using a Girsanov Theorem.

Citation

Download Citation

Domenico Candeloro. Anna Rita Sambucini. Luca Trastulli. "A girsanov result for the pettis integral." Real Anal. Exchange 46 (1) 175 - 190, 2021. https://doi.org/10.14321/realanalexch.46.1.0175

Information

Published: 2021
First available in Project Euclid: 14 October 2021

Digital Object Identifier: 10.14321/realanalexch.46.1.0175

Subjects:
Primary: 28B05 , 28B20
Secondary: 26E25 , 46B20 , ‎54C60‎

Keywords: Girsanov theorem , martingale , Pettis multivalued integral

Rights: Copyright © 2021 Michigan State University Press

JOURNAL ARTICLE
16 PAGES

This article is only available to subscribers.
It is not available for individual sale.
+ SAVE TO MY LIBRARY

SHARE
Vol.46 • No. 1 • 2021
Back to Top