Open Access Open Access  Restricted Access Subscription Access
Open Access Open Access Open Access  Restricted Access Restricted Access Subscription Access

A Local Summability Criterion for Stochastic Integration


Affiliations
1 University of Florida, Gainesville Fl 32611, United States
     

   Subscribe/Renew Journal


Simple, sufficient conditions are given for vector-valued processes X to be locally summable, which ensure that the Stochastic Integral with respect to X exists.
User
Subscription Login to verify subscription
Notifications
Font Size

Abstract Views: 317

PDF Views: 0




  • A Local Summability Criterion for Stochastic Integration

Abstract Views: 317  |  PDF Views: 0

Authors

Nicolae Dinculeanu
University of Florida, Gainesville Fl 32611, United States
Peter Gray
University of Florida, Gainesville Fl 32611, United States

Abstract


Simple, sufficient conditions are given for vector-valued processes X to be locally summable, which ensure that the Stochastic Integral with respect to X exists.