The Itô integral and near-martingales in Riesz spaces

DOI10.1080/03610926.2021.2003401MaRDI QIDQ6169395FDOQ6169395

Ghadir Sadeghi, Mahin Sadat Divandar

Publication date: 11 July 2023

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

Brownian motionRiesz spaceItô integralnear-martingaleinstantly independent

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Ordered topological linear spaces, vector lattices (46A40)

Cites Work

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• Anticipative Girsanov transformations
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• Stopped processes and Doob's optional sampling theorem

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