A Girsanov result for the Pettis integral
A kind of Pettis integral representation for a Banach valued Itô process is given and its drift term is modified using a Girsanov Theorem.
math.PR↗
arXiv subjects
Luca Trastulli
Publications and source records attributed to Luca Trastulli.
A vector Girsanov result and its applications to conditional measures via the Birkhoff integrability
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.
math.FA↗