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Vector-valued stochastic processes. I. Vector measures and vector-valued stochastic processes with finite variation. (English) Zbl 0647.60062

Let (\(\Omega\),\({\mathcal F},P)\) be a probability space and \({\mathcal M}={\mathcal B}(R_+)\times {\mathcal F}\), where \({\mathcal B}(R_+)\) denotes the Borel subsets of [0,\(\infty)\). Furthermore, let E,F,G\(\subset L(E,F)\) be
Reviewer: Sh.Takenaka

MSC:

60H05 Stochastic integrals
Full Text: DOI

References:

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