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arXiv · 2007.04610

A Girsanov result for the Pettis integral

Domenico Candeloro·Anna Rita Sambucini·Luca Trastulli
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Abstract

A kind of Pettis integral representation for a Banach valued It\^o process is given and its drift term is modified using a Girsanov Theorem.

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Domenico Candeloro, Anna Rita Sambucini, Luca Trastulli. 2020-07-09. A Girsanov result for the Pettis integral. https://doi.org/10.14321/realanalexch.46.1.0175

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