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Random integrals of Banach space valued functions. (English) Zbl 0559.60050

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

MSC:

60H05 Stochastic integrals
60B11 Probability theory on linear topological spaces
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