Stochastic Integration in Banach Spaces using a product structure with partial order

Details Stochastic Integration in Banach Spaces using a product structure with partial order Stochastic Integration in Banach Spaces using a product structure with partial order

2009-10-28

arxiv.org/abs/0910.5363v1

Mathematics

Probability

Scientific paper

Using a multiplicative structure (for example that of a Banach algebra) and a
partial order we construct a weak version of a Banach space valued stochastic
integral with respect to square integrable martingales.

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