Zobrazeno 1 - 10
of 115
pro vyhledávání: '"Candeloro, Domenico"'
Publikováno v:
Real Analysis Exchange, 46(1), 2021, pp. 175-190
A kind of Pettis integral representation for a Banach valued It\^o process is given and its drift term is modified using a Girsanov Theorem.
Comment: 12 pages
Comment: 12 pages
Externí odkaz:
http://arxiv.org/abs/2007.04610
Publikováno v:
Annali di Matematica, (2018), 197 (1) 171-183
The aim of this paper is to study relationships among "gauge integrals" (Henstock, Mc Shane, Birkhoff) and Pettis integral of multifunctions whose values are weakly compact and convex subsets of a general Banach space, not necessarily separable. For
Externí odkaz:
http://arxiv.org/abs/1912.01845
A vector-valued version of the Girsanov theorem is presented, for a scalar process with respect to a Banach-valued measure. Previously, a short discussion about the Birkhoff-type integration is outlined, as for example integration by substitution, in
Externí odkaz:
http://arxiv.org/abs/1912.01339
The aim of this paper is to investigate different types of multi-integrals of finite variation and to obtain decomposition results.
Comment: 9 pages
Comment: 9 pages
Externí odkaz:
http://arxiv.org/abs/1912.00892
Publikováno v:
Rendiconti del Circolo Matematico di Palermo, May 16 2019
We study Riemann-Lebesgue integrability of a vector function relative to an arbitrary non-negative set function. We obtain some classical integral properties. Results regarding the continuity properties of the integral and relationships among Riemann
Externí odkaz:
http://arxiv.org/abs/1905.03993
Integral properties of multifunctions with closed convex values are studied. In this more general framework not all the tools and the technique used for weakly compact convex valued multifunctions work. We pay particular attention to the "positive mu
Externí odkaz:
http://arxiv.org/abs/1812.00597
A vector Girsanov result and its applications to conditional measures via the Birkhoff integrability
Publikováno v:
Mediterr. J. Math. (2019) 16:144
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.
Externí odkaz:
http://arxiv.org/abs/1811.04597
Publikováno v:
Fuzzy Sets and Systems, vol 355, pp 83-99, (2019)
Core of an economy and Walras equilibria are considered for a product space $X \times [0,1]$ using the Choquet integral with respect to a fuzzy measure.
Comment: 19 pages
Comment: 19 pages
Externí odkaz:
http://arxiv.org/abs/1711.08602
Publikováno v:
Ricerche di Matematica, vol 67 (2), (2018) pp 361-372
It has been proven in previous papers that each Henstock-Kurzweil-Pettis integrable multifunction with weakly compact values can be represented as a sum of one of its selections and a Pettis integrable multifunction. We prove here that if the initial
Externí odkaz:
http://arxiv.org/abs/1610.09151
Publikováno v:
Mathematica Slovaca, vol 67 issue 6 pp 1409-1426 2017
$L^p$ spaces are investigated for vector lattice-valued functions, with respect to filter convergence. As applications, some classical inequalities are extended to the vector lattice context, and some properties of the Brownian Motion and the Brownia
Externí odkaz:
http://arxiv.org/abs/1604.07570