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arXiv:0906.1883 [math.FA]AbstractReferencesReviewsResources

Vector measures of bounded gamma-variation and stochastic integrals

Jan van Neerven, Lutz Weis

Published 2009-06-10Version 1

We introduce the class of vector measures of bounded $\gamma$-variation and study its relationship with vector-valued stochastic integrals with respect to Brownian motions.

Comments: 9 pages; to appear in the proceedings of 3rd Meeting on Vector Measures, Integration and Applications (Eichstaett, 2008)
Categories: math.FA, math.PR
Subjects: 46G10, 60H05
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