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arXiv · 1811.04597

A vector Girsanov result and its applications to conditional measures via the Birkhoff integrability

Domenico Candeloro·Anna Rita Sambucini·Luca Trastulli
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Abstract

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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Domenico Candeloro, Anna Rita Sambucini, Luca Trastulli. 2018-11-12. A vector Girsanov result and its applications to conditional measures via the Birkhoff integrability. https://doi.org/10.1007/s00009-019-1431-x

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