The Itô integral for Brownian motion in vector lattices. II

DOI10.1016/j.jmaa.2014.09.063zbMath1301.60096OpenAlexW2031444569MaRDI QIDQ465453

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.2014.09.063

zbMATH Keywords

Brownian motionconditional expectationmartingaleBochner integralvector 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 (12)

Set-valued Brownian motion ⋮ Near-epoch dependence in Riesz spaces ⋮ Burkholder inequalities in Riesz spaces ⋮ The Itô integral for martingales in vector lattices ⋮ On the distribution function with respect to conditional expectation on Riesz spaces ⋮ The sup-completion of a Dedekind complete vector lattice ⋮ Convergence in Riesz spaces with conditional expectation operators ⋮ 101 Years of Vector Lattice Theory: A Vector Lattice-Valued Daniell Integral ⋮ Mixing inequalities in Riesz spaces ⋮ Itô's rule and Lévy's theorem in vector lattices ⋮ Burkholder theorem in Riesz spaces ⋮ Girsanov's theorem in vector lattices

Cites Work

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• Doob's optional sampling theorem in Riesz spaces
• The Itô integral for Brownian motion in vector lattices. I
• Continuous stochastic processes in Riesz spaces: The Doob-Meyer decomposition
• Vitali-type theorems for filter convergence related to vector lattice-valued modulars and applications to stochastic processes
• Jensen's and martingale inequalities in Riesz spaces
• The Kolmogorov-Čentsov theorem and Brownian motion in vector lattices
• Introduction to stochastic integration.
• Stochastic integral

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