Stochastic integral and martingale representation in vector lattices

zbMATH Open0977.60057MaRDI QIDQ2736673FDOQ2736673

Authors: George Stoica 

Publication date: 11 September 2001

Published in: Analele Universității București. Matematică (Search for Journal in Brave)

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zbMATH Keywords

filtrationvector latticeweak unitstochastic integral(regular) martingalecomponent projector

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05) Set functions, measures and integrals with values in ordered spaces (28B15)

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