The Itô integral for Brownian motion in vector lattices. I

DOI10.1016/J.JMAA.2014.08.013MaRDI QIDQ465452zbMATH OpenOpenAlexFDO

Authors Coenraad C. A. Labuschagne, Jacobus J. Grobler

Publication date 31 October 2014

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.2014.08.013

zbMATH Keywords

Brownian motionItō integralmartingaleRiesz spacestochastic processvector lattice

Mathematics Subject Classification ID

Ordered topological linear spaces, vector lattices (46A40) Probability theory on linear topological spaces (60B11) Brownian motion (60J65)

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Cited in

(16)

• Set-valued Brownian motion
• Itô's rule and Lévy's theorem in vector lattices
• Burkholder theorem in Riesz spaces
• The sup-completion of a Dedekind complete vector lattice
• Martingale-like sequences in Banach lattices
• Girsanov's theorem in vector lattices
• Burkholder inequalities in Riesz spaces
• The Itô integral for martingales in vector lattices
• Integration with respect to Brownian-like processes
• Strong sequential completeness of the natural domain of a conditional expectation operator in Riesz spaces
• On the distribution function with respect to conditional expectation on Riesz spaces
• The Itô integral for Brownian motion in vector lattices. II
• The quadratic variation of continuous time stochastic processes in vector lattices
• 101 years of vector lattice theory: a vector lattice-valued Daniell integral
• Constructing the Itô stochastic integral
• The Itô integral and near-martingales in Riesz spaces

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