
doi: 10.1007/bf02007240
Suppose that (S,\(\Sigma)\) is a measurable space, E a Banach space, and Z a vector measure on \(\Sigma\) with values in the dual E' of E. If \(f: S\to E\) is a simple function of the form \(f=\sum^{n}_{i=1}x_ i 1_{A_ i}\) \((x_ i\in E\), \(A_ i\in \Sigma\) disjoint), it is natural to define the integral of f relative to Z by \[ \int f dZ:=\sum^{n}_{i=1}. \] Under suitable assumptions on Z (e.g. to be of bounded variation) it is possible to extend this intgral and to prove analogues to theorems of classical integration theory: dominated convergence theorem, Fubini theorem etc. The paper contains some results of this type for the case \(E=L^ p\). The proofs are straight-forward generalizations of the classical proofs.
stochastic integral, Stochastic integrals, stochastic measure, vector measure, Fubini theorem, Random measures, dominated convergence theorem
stochastic integral, Stochastic integrals, stochastic measure, vector measure, Fubini theorem, Random measures, dominated convergence theorem
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