The quadratic variation of continuous time stochastic processes in vector lattices

DOI10.1016/j.jmaa.2017.01.034zbMath1376.60058OpenAlexW2572247820MaRDI QIDQ511240

Jacobus J. Grobler, Coenraad C. A. Labuschagne

Publication date: 14 February 2017

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.2017.01.034

zbMATH Keywords

stopping timestochastic processmartingalequadratic variationvector lattice

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Sample path properties (60G17)

Related Items (3)

The sup-completion of a Dedekind complete vector lattice ⋮ Itô's rule and Lévy's theorem in vector lattices ⋮ Girsanov's theorem in vector lattices

Cites Work

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• The Itô integral for Brownian motion in vector lattices. I
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• Extension of positive operators and Korovkin theorems
• Banach lattices
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• Convergence of Riesz space martingales
• ON THE FUNCTIONAL CALCULUS IN ARCHIMEDEAN RIESZ SPACES WITH APPLICATIONS TO APPROXIMATION THEOREMS
• The tensor product of Archimedean ordered vector spaces

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