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Stochastic integral and martingale representation in vector lattices

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Publication:2736673
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zbMATH Open0977.60057MaRDI QIDQ2736673

George Stoica

Publication date: 11 September 2001

Published in: (Search for Journal in Brave)




zbMATH Keywords

filtrationweak unitstochastic integralvector lattice(regular) martingalecomponent projector


Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05) Set functions, measures and integrals with values in ordered spaces (28B15)








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