5 citations · 5 across the 2 of their papers we have counts for
2 papers
math.PR2020
A Girsanov result for the Pettis integral
Domenico Candeloro, Anna Rita Sambucini, Luca Trastulli
A kind of Pettis integral representation for a Banach valued Itô process is given and its drift term is modified using a Girsanov Theorem.
math.FA2018★ 5 cited
A vector Girsanov result and its applications to conditional measures via the Birkhoff integrability
Domenico Candeloro, Anna Rita Sambucini, Luca Trastulli
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 v…