{"title":"A girsanov result for the pettis integral","authors":"D. Candeloro, A. R. Sambucini, Luca Trastulli","doi":"10.14321/realanalexch.46.1.0175","DOIUrl":null,"url":null,"abstract":"A kind of Pettis integral representation for a Banach valued Ito process is given and its drift term is modified using a Girsanov Theorem.","PeriodicalId":44674,"journal":{"name":"Real Analysis Exchange","volume":" ","pages":""},"PeriodicalIF":0.1000,"publicationDate":"2020-07-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Real Analysis Exchange","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.14321/realanalexch.46.1.0175","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 1
Abstract
A kind of Pettis integral representation for a Banach valued Ito process is given and its drift term is modified using a Girsanov Theorem.