The quadratic variation of continuous time stochastic processes in vector lattices
type: Item
instance of: scholarly article
title: The quadratic variation of continuous time stochastic processes in vector lattices
zbMATH Open document ID: 1376.60058
author: Jacobus J. Grobler
author: Coenraad C. A. Labuschagne
published in: Journal of Mathematical Analysis and Applications
publication date: 2017-02-14T00:00:00Z
Mathematics Subject Classification ID: 60G17
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 60G40
zbMATH DE Number: 6684639
zbMATH Keywords: martingale
zbMATH Keywords: quadratic variation
zbMATH Keywords: stochastic process
zbMATH Keywords: stopping time
zbMATH Keywords: vector lattice
MaRDI profile type: Publication
full work available at URL: j.jmaa.2017.01.034
OpenAlex ID: W2572247820
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DOI: 10.1016/J.JMAA.2017.01.034
description: scientific article; zbMATH DE number 6684639