arXiv · 0906.1883
Vector measures of bounded gamma-variation and stochastic integrals
Abstract
We introduce the class of vector measures of bounded $γ$-variation and study its relationship with vector-valued stochastic integrals with respect to Brownian motions.
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Jan van Neerven, Lutz Weis. 2009-06-10. Vector measures of bounded gamma-variation and stochastic integrals. https://arxiv.org/abs/0906.1883
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