Journal of the Ramanujan Mathematical Society

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A Local Summability Criterion for Stochastic Integration


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1 University of Florida, Gainesville Fl 32611, United States
     

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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.
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  • A Local Summability Criterion for Stochastic Integration

Abstract Views: 383  |  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.