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 ext...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.展开更多
基金Supported by NNSFC(Grant Nos.11571147,11822106 and 11831014)NSF of Jiangsu Province(Grant No.BK20160004)the PAPD of Jiangsu Higher Education Institutions。
文摘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.
基金Supported by the National Natural Science Foundation of China(11061032)the Fundamental Research Funds for Central Universities HUST(2011QN172)the Hubei Normal University(ZD201118)
基金support of NSF grants(11471105)of China NSF grants(2016CFB526)of Hubei Province Innovation Team of the Educational Department of Hubei Province(T201412)