Vectorvalued stochastic processes. V. Optional and predictable variation of stochastic measures and stochastic processes
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 by Nicolae Dinculeanu PDF
 Proc. Amer. Math. Soc. 104 (1988), 625631 Request permission
Abstract:
Let $\mu$ be a stochastic measure, with values in a Banach space $E$, with finite variation $\mu $. If $\mu$ is optional (resp. predictable), then $\mu $ is also optional (resp. predictable) provided $E$ is separable, or the dual of a separable space, or has the RadonNikodym property. Let $A$ be a right continuous stochastic process with values in $E$, with finite variation $A$. If $A$ is measurable (resp. optional, predictable), then $A$, the continuous part $A{^c}$ and the discrete part $A{^d}$ have the same property.References

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Additional Information
 © Copyright 1988 American Mathematical Society
 Journal: Proc. Amer. Math. Soc. 104 (1988), 625631
 MSC: Primary 60G07; Secondary 60G57
 DOI: https://doi.org/10.1090/S00029939198809628398
 MathSciNet review: 962839