Random Linear Functionals Arising in Stochastic Integration

• Autores: Andriy Yurachkivsky
• Localización: Acta applicandae mathematicae, ISSN 0167-8019, Vol. 97, Nº. 1-3, 2007, págs. 353-362
• Idioma: inglés
• DOI: 10.1007/s10440-007-9115-0
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• Resumen

  • The space of signed measures on the Borel s-algebra of a Polish space is incomplete with respect to the bounded Lipschitz norm. Elements of its completion are called hypermeasures. They can be regarded as linear functionals on the space of bounded Lipschitz functions. It is shown that, under mild assumptions, every stochastically continuous random linear functional on this space is a modification of a random hypermeasure.