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A Girsanov result for the Pettis integral
- Source :
- Real Analysis Exchange, 46(1), 2021, pp. 175-190
- Publication Year :
- 2020
-
Abstract
- A kind of Pettis integral representation for a Banach valued It\^o process is given and its drift term is modified using a Girsanov Theorem.<br />Comment: 12 pages
Details
- Database :
- arXiv
- Journal :
- Real Analysis Exchange, 46(1), 2021, pp. 175-190
- Publication Type :
- Report
- Accession number :
- edsarx.2007.04610
- Document Type :
- Working Paper
- Full Text :
- https://doi.org/10.14321/realanalexch.46.1.0175