A vector Girsanov result and its applications to conditional measures via the Birkhoff integrability

Abstract

Some integration techniques for real-valued functions with respect to vector measures with values in Banach spaces (and viceversa) are investigated in order to establish abstract versions of classical theorems of Probability and Stochastic Processes. In particular the Girsanov Theorem is extended and used with the treated methods.

15 pages

References in corpus (4)

• Relations among Gauge and Pettis integrals for $cwk(X)$-valued multifunctions
• Some new results on integration for multifunction
• A Girsanov Result through Birkhoff Integral
• Generalization of the theorems of Barndorff-Nielsen and Balakrishnan-Stepanov to Riesz spaces

Cited by in corpus (1)

• A Girsanov result for the Pettis integral