Itô's rule and Lévy's theorem in vector lattices

DOI10.1016/J.JMAA.2017.06.011zbMATH Open1377.60064OpenAlexW2621491156MaRDI QIDQ2014075FDOQ2014075

Coenraad C. A. Labuschagne, Jacobus J. Grobler

Publication date: 10 August 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.2017.06.011

zbMATH Keywords

Brownian motionLévy's theoremItô rule

Mathematics Subject Classification ID

Sample path properties (60G17) Stochastic integrals (60H05) Set functions, measures and integrals with values in ordered spaces (28B15)

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Cited In (6)

• Title not available (Why is that?)
• A representation of sup-completion
• Maximal probability inequalities in vector lattices
• Girsanov's theorem in vector lattices
• The Itô integral for Brownian motion in vector lattices. I
• The Kolmogorov-Čentsov theorem and Brownian motion in vector lattices

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