Can the stochastic (Skorokhod) integral be seen as a special case of the weak of Pettis integral with the Banach space which win integrate into chosen appropriately?
2025-01-13 02:45:43.1736736343
Stochastic integral and weak integral
154 Views Asked by ABIM https://math.techqa.club/user/abim/detail AtRelated Questions in MEASURE-THEORY
- Question about algebra and σ–algebra
- Invariant measure of Lorentz Group
- Set of discontinuities of bounded function has measure 0.
- To check whether a set is measurable.
- Show that ${F : F ⊆ Y, f ^{-1}[F] ∈ Σ}$ is a σ-algebra
- The exterior measure of a closed cube is equal to its volume (specific discuss)
- Does taking the limit of the inclusion-exclusion formula work here?
- Compute $\lim_{n\to\infty} \int_{0}^{1}{\frac{n^{3/2}t}{1+n^3t^3}dt}$ using Dominated Convergence Theorem
- Convergence in $L^{1}$ and integrability
- Showing continuity from above of Lebesgue-Stieltjes measure
Related Questions in STOCHASTIC-PROCESSES
- Prove that: $E[\int^{\tau}_{0} f(t)d\omega(t)]=0$ and $E\mid \int^{\tau}_{0} f(t)d\omega(t)\mid^2=E[\int^{\tau}_{0} f^2(t)dt]$.
- Understanding the Fluid limit model in Queueing Theory
- Blackwell's example in Markov process theory and Kolmogorov's extension theorem
- Asymptotically unbiasedness of an weighted estimator
- Scaled limit of non-independent sequence of random variables
- Is there a better way to determine $E(X_{n+1}|X_{n})$ for this problem?
- Expectation of the product of two dependent binomial random variable
- Minimum distribution of random walk for $p > \frac{1}{2}$
- Compute Fourier Transform using conditional expectation
- Sigma algebra of cylinder events (stochastic processes)
Related Questions in BANACH-SPACES
- Existence of an element in the infinite dimensional normed linear space?
- If a subspace of $L^p\cap L^q$ is closed with respect to both norms, the norms are equivalent on this subspace
- Limit points of same sequence in different norm
- Subderivative of $ ||Au||_{L^{\infty}} $ to Compute Proximal Operator / Prox Operator
- A peculiar characterization of open balls in a Banach space
- Outline of Generic Separable Banach Spaces don't have a Schauder Basis
- Coordinate projections in $l^p$ are Lipschitz continuous
- Contractive composite function
- Let $X$ be a Banach space, and $B_1\supseteq B_2 \supseteq\cdots $ . Show that $\bigcap\limits_{i=1}^\infty B_i\neq\emptyset$
- What is an example of nested bounded convex and closet sequence of set in a Banach space with empty intersection?
Related Questions in STOCHASTIC-CALCULUS
- Prove that: $E[\int^{\tau}_{0} f(t)d\omega(t)]=0$ and $E\mid \int^{\tau}_{0} f(t)d\omega(t)\mid^2=E[\int^{\tau}_{0} f^2(t)dt]$.
- question about martingale inequality (similar to the condition of submartingale convergence)
- SDE solution with $\mu_t$ a bounded integral
- laplace transform of smirnov density, i.e. how to calculate this integral?
- Solving a Stochastic PDE with two variables in time
- Why isn't this stochastic integral trivial?
- Proving linearity of a subspace of $L^2$
- How to obtain this result using Ito's Lemma?
- Using Fubini's Theorem in Stochastic Calculus
- predictable process in continuous times.
Related Questions in BOCHNER-SPACES
- Exercise 4 chapter 7 Evans book
- Stochastic integral and weak integral
- Where can I find the paper "Un théorème de compacité" by J. P. Aubin?
- Identification of a weak limit using pointwise a.e. convergence
- Proving $\|u\|_{L^\infty(0,T;H)}\leq C$ from a given hint.
- If $u\in L^p(\Omega;\mathbb R^d)$, then $u_i\in L^p(\Omega)$ for all $i\in\left\{1,\ldots,d\right\}$. Does the reverse hold true?
- approximation of weakly differentriable bochner functions
- Why the time derivative lives in ${H^1}^*$?
- Lebesgue Space/Bochner Space interpolation Theorem
- Conditions for weak differentiability of composition of $C^1$ real function with weakly time-differentiable $H^1$-valued function
Trending Questions
- Induction on the number of equations
- How to convince a math teacher of this simple and obvious fact?
- Refuting the Anti-Cantor Cranks
- Find $E[XY|Y+Z=1 ]$
- Determine the adjoint of $\tilde Q(x)$ for $\tilde Q(x)u:=(Qu)(x)$ where $Q:U→L^2(Ω,ℝ^d$ is a Hilbert-Schmidt operator and $U$ is a Hilbert space
- Why does this innovative method of subtraction from a third grader always work?
- What are the Implications of having VΩ as a model for a theory?
- How do we know that the number $1$ is not equal to the number $-1$?
- Defining a Galois Field based on primitive element versus polynomial?
- Is computer science a branch of mathematics?
- Can't find the relationship between two columns of numbers. Please Help
- Is there a bijection of $\mathbb{R}^n$ with itself such that the forward map is connected but the inverse is not?
- Identification of a quadrilateral as a trapezoid, rectangle, or square
- A community project: prove (or disprove) that $\sum_{n\geq 1}\frac{\sin(2^n)}{n}$ is convergent
- Alternative way of expressing a quantied statement with "Some"
Popular # Hahtags
real-analysis
calculus
linear-algebra
probability
abstract-algebra
integration
sequences-and-series
combinatorics
general-topology
matrices
functional-analysis
complex-analysis
geometry
group-theory
algebra-precalculus
probability-theory
ordinary-differential-equations
limits
analysis
number-theory
measure-theory
elementary-number-theory
statistics
multivariable-calculus
functions
derivatives
discrete-mathematics
differential-geometry
inequality
trigonometry
Popular Questions
- How many squares actually ARE in this picture? Is this a trick question with no right answer?
- What is the difference between independent and mutually exclusive events?
- Visually stunning math concepts which are easy to explain
- taylor series of $\ln(1+x)$?
- Determine if vectors are linearly independent
- What does it mean to have a determinant equal to zero?
- How to find mean and median from histogram
- Difference between "≈", "≃", and "≅"
- Easy way of memorizing values of sine, cosine, and tangent
- How to calculate the intersection of two planes?
- What does "∈" mean?
- If you roll a fair six sided die twice, what's the probability that you get the same number both times?
- Probability of getting exactly 2 heads in 3 coins tossed with order not important?
- Fourier transform for dummies
- Limit of $(1+ x/n)^n$ when $n$ tends to infinity