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Quadratic variation for cylindrical martingale-valued measures
(2023)
This article focuses in the definition of a quadratic variation for cylindrical orthogonal martingale-valued measures defined on Banach spaces. Sufficient and necessary conditions for the existence of such a quadratic ...
On the supremum of a family of set functions
(2023)
The concept of supremum of a family of set functions was introduced by M. Veraar and I. Yaroslavtsev (2016) for families of measures defined on a measurable space. We expand this concept to include families of set functions ...