Abstract
In this paper, we consider, and make precise, a certain extension of the Radon-Nikodym derivative operator, to functions which are additive, but not necessarily sigma-additive, on a subset of a given sigma-algebra. We give applications to probability theory; in particular, to the study of \(\mu\)-Brownian motion, to stochastic calculus via generalized It�-integrals, and their adjoints (in the form of generalized stochastic derivatives), to systems of transition probability operators indexed by families of measures \(\mu\), and to adjoints of composition operators.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have