Stochastic Fubini Theorem for Jump Noises in Banach Spaces

• 作者: Jia Hui ZHU Wei LIU
• 来源期刊: 数学学报（英文版）
• 年，卷（期）: 2021,（3）
• 页码范围: 423-435
• 页数: 13页
• 语种: 英文

摘要

We prove a general version of the stochastic Fubini theorem for stochastic integrals of Banach space valued processes with respect to compensated Poisson random measures under weak integrability assumptions, which extends this classical result from Hilbert space setting to Banach space setting.