Vector measures of bounded γ-variation and stochastic integrals
نویسندگان
چکیده
Here, the driving process B is a (semi)martingale (for instance, a Brownian motion), and φ is a stochastic process satisfying suitable measurability and integrability conditions. This observation has been used by various authors as the starting point of a theory of stochastic integration for vector-valued processes. Let X be a Banach space. In [5] we characterized the class of functions φ : (0, 1) → X which are stochastically integrable with respect to a Brownian motion (Wt)t∈[0,1] as being the class of functions for which the operator Tφ : L (0, 1) → X ,
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