منابع مشابه
Stochastic Integral
k=1 Gk(ω) · 1(uk,vk](s), ω ∈ Ω, s ≥ 0, where n ∈ N, 0 ≤ uk < vk, and Gk ∈ L(Fuk). We let Le denote the class of all such integrands. Notice that each H ∈ Le satisfies (i) s → Hs(ω) is a left-continuous step function for each ω ∈ Ω, (ii) Hs ∈ L(Fs) for each s ≥ 0, (iii) viewed as a mapping from Ω × [0, t] to R, (ω, s) → Hs(ω) is Ft ⊗B[0,t] measurable for each t > 0, and (iv) E[ ∫ t 0 H s ds] < ∞...
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ژورنال
عنوان ژورنال: Proceedings of the Japan Academy, Series A, Mathematical Sciences
سال: 1944
ISSN: 0386-2194
DOI: 10.3792/pia/1195572786