向量Girsanov结果及其在Birkhoff可积条件测度中的应用
A vector Girsanov result and its applications to conditional measures via the Birkhoff integrability
摘要:
研究了实值函数关于值在巴拿赫空间(反之亦然)的向量测度的积分技巧,以建立概率与随机过程经典定理的抽象形式.特别是Girsanov定理的扩展和使用的处理方法。
英文摘要:
Some integration techniques for real-valued functions with respect to vector measures with values in Banach spaces (and viceversa) are investigated in order 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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