{
  "id": "0906.1883",
  "version": "v1",
  "published": "2009-06-10T08:33:43.000Z",
  "updated": "2009-06-10T08:33:43.000Z",
  "title": "Vector measures of bounded gamma-variation and stochastic integrals",
  "authors": [
    "Jan van Neerven",
    "Lutz Weis"
  ],
  "comment": "9 pages; to appear in the proceedings of 3rd Meeting on Vector Measures, Integration and Applications (Eichstaett, 2008)",
  "categories": [
    "math.FA",
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2009-06-10T08:33:43.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "46G10",
      "60H05"
    ],
    "keywords": [
      "vector measures",
      "bounded gamma-variation",
      "vector-valued stochastic integrals",
      "brownian motions"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 9,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2009arXiv0906.1883V"
    }
  }
}