Rosiński, J. Random integrals of Banach space valued functions. (English) Zbl 0559.60050 Stud. Math. 78, 15-38 (1984). In the paper under review random integrals of the form \(\int fdM\) are studied, where f is a Banach space valued function and M is an independently scattered random measure. An analogue of the Ito-Nisio theorem for random integrals, a comparison theorem and some contraction principles are proved. The results are applied to stable measures on Banach spaces. Reviewer: V.Kvaratskhelia Cited in 1 ReviewCited in 6 Documents MSC: 60H05 Stochastic integrals 60B11 Probability theory on linear topological spaces Keywords:independently scattered random measure; Ito-Nisio theorem; comparison theorem; contraction principles; stable measures on Banach spaces PDFBibTeX XMLCite \textit{J. Rosiński}, Stud. Math. 78, 15--38 (1984; Zbl 0559.60050) Full Text: DOI EuDML