Girsanov's theorem in vector lattices
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Publication:2328998
DOI10.1007/s11117-019-00649-5zbMath1429.46015OpenAlexW2912165410MaRDI QIDQ2328998
Coenraad C. A. Labuschagne, Jacobus J. Grobler
Publication date: 17 October 2019
Published in: Positivity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11117-019-00649-5
Generalized stochastic processes (60G20) Vector-valued measures and integration (46G10) Stochastic analysis (60H99) Ordered normed spaces (46B40) Applications of operator theory in probability theory and statistics (47N30)
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