Stochastic integral and martingale representation in vector lattices

MaRDI QIDQ2736673zbMATH OpenFDO

Authors George Stoica

Publication date 11 September 2001

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

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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