4. Processes with Finite Variation

  1. Nicolae Dinculeanu

Published Online: 30 SEP 2011

DOI: 10.1002/9781118033012.ch4

Vector Integration and Stochastic Integration in Banach Spaces

Vector Integration and Stochastic Integration in Banach Spaces

How to Cite

Dinculeanu, N. (2000) Processes with Finite Variation, in Vector Integration and Stochastic Integration in Banach Spaces, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118033012.ch4

Publication History

  1. Published Online: 30 SEP 2011
  2. Published Print: 21 JAN 2000

ISBN Information

Print ISBN: 9780471377382

Online ISBN: 9781118033012

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Keywords:

  • finite variation;
  • Stieltjes integral;
  • variation function;
  • predictable measures;
  • integrable variation

Summary

This chapter contains sections titled:

  • Functions with finite variation and their Stieltjes integral

  • Processes with finite variation