Stochastic processes in nuclear spaces: quasi-martingales and decompositions

Year, pages: 2005, 271 - 282

We prove a Radon-Nikodým theorem for measures ranging in a special class of locally convex vector spaces, and deduce from it several decompositions for quasi martingales taking values in the same class of spaces.

Brooks, J., Candeloro, D., Martellotti, A. 2005. Stochastic processes in nuclear spaces: quasi-martingales and decompositions. In Mathematica Slovaca, vol. 55, no.3, pp. 271-282. 0139-9918.

Brooks, J., Candeloro, D., Martellotti, A. (2005). Stochastic processes in nuclear spaces: quasi-martingales and decompositions. Mathematica Slovaca, 55(3), 271-282. 0139-9918.