Girsanov's theorem in vector lattices (Q2328998)

The authors formulate and prove Girsanov's theorem in vector lattices. The methodology involves the theory of cross-variation processes, specifically the Kunita-Watanabe inequality, exponential processes, Itô's rule for multi-dimensional processes, and the integration by parts formula for martingales. The reviewer takes this opportunity to recollect and cherish the memory of our late colleague and friend Coenraad Labuschagne, whose contributions led the way towards a complete theory of stochastic processes in vector lattices.