The Itô integral for Brownian motion in vector lattices. I

DOI10.1016/j.jmaa.2014.08.013zbMath1301.60095OpenAlexW4205898108MaRDI QIDQ465452

Coenraad C. A. Labuschagne, Jacobus J. Grobler

Publication date: 31 October 2014

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2014.08.013

zbMATH Keywords

Brownian motionstochastic processmartingaleRiesz spacevector latticeItō integral

Mathematics Subject Classification ID

Brownian motion (60J65) Ordered topological linear spaces, vector lattices (46A40) Probability theory on linear topological spaces (60B11)

Related Items (14)

Set-valued Brownian motion ⋮ Burkholder inequalities in Riesz spaces ⋮ The Itô integral for martingales in vector lattices ⋮ The Itô integral and near-martingales in Riesz spaces ⋮ Strong sequential completeness of the natural domain of a conditional expectation operator in Riesz spaces ⋮ The Itô integral for Brownian motion in vector lattices. II ⋮ On the distribution function with respect to conditional expectation on Riesz spaces ⋮ The sup-completion of a Dedekind complete vector lattice ⋮ 101 Years of Vector Lattice Theory: A Vector Lattice-Valued Daniell Integral ⋮ The quadratic variation of continuous time stochastic processes in vector lattices ⋮ Itô's rule and Lévy's theorem in vector lattices ⋮ Burkholder theorem in Riesz spaces ⋮ Martingale-like sequences in Banach lattices ⋮ Girsanov's theorem in vector lattices

Cites Work

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• Stochastic integral

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