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20192022
most citedPricing options on flow forwards by neural networks in Hilbert space

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math.PR2021

Stochastic Integrals and Gelfand Integration in Fréchet Spaces

Fred Espen Benth, Luca Galimberti

We provide a detailed analysis of the Gelfand integral on Fréchet spaces, showing among other things a Vitali theorem, dominated convergence and a Fubini result. Furthermore, the G…