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

DOI10.1016/J.JMAA.2017.06.011MaRDI QIDQ2014075zbMATHOpenAlexFDO

Authors 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

(7)

• Maximal probability inequalities in vector lattices
• A representation of sup-completion
• The Itô integral for Brownian motion in vector lattices. I
• The Itô integral for Brownian motion in vector lattices. II
• The Kolmogorov-Čentsov theorem and Brownian motion in vector lattices
• Girsanov's theorem in vector lattices
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