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Representations of stochastic integrals in Banach Spaces
by
J. K. Brooks
University of Florida, Gainesville, USA
Stochastic integrals of the form H·X, where H takes values in the Banach space F and X takes values in the space L(F, G) of bounded operators from F into the Banach space G are studied. In the case X is scalar valued, a weak, or Pettis, stochastic integral is developed. The Lebesgue spaces of integrable functions H are related to tensor products.
Date received: July 10, 2001
Copyright © 2001 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # cagt-57.