The Itô integral for Brownian motion in vector lattices. Part1
| dc.contributor.author | Grobler, Jacobus J. | |
| dc.contributor.author | Labuschagne, Coenraad C.A. | |
| dc.contributor.researchID | 10173501 - Grobler, Jacobus Johannes | |
| dc.date.accessioned | 2016-09-02T08:49:53Z | |
| dc.date.available | 2016-09-02T08:49:53Z | |
| dc.date.issued | 2015 | |
| dc.description.abstract | In this paper the Itô integral for Brownian motion is constructed in a vector lattice and some of its properties are derived. The assumption is that there exists a conditional expectation operator on the vector lattice and the construction does not depend on a probability measure space. The classical case of the Itô integral is a special case of the constructed integral in the vector lattice | en_US |
| dc.description.sponsorship | National Research Foundation (grantNo. 87502), South Africa | en_US |
| dc.identifier.citation | Grobler, J.J. & Labuschagne, C.C.A. 2015. The Itô integral for Brownian motion in vector lattices. Part1. Journal of mathematical analysis and applications, 423(1):797-819. [https://doi.org/10.1016/j.jmaa.2014.08.013] | en_US |
| dc.identifier.issn | 0022-247X | |
| dc.identifier.issn | 1096-0813 (Online) | |
| dc.identifier.uri | http://hdl.handle.net/10394/18515 | |
| dc.identifier.uri | https://doi.org/10.1016/j.jmaa.2014.08.013 | |
| dc.identifier.uri | https://www.sciencedirect.com/science/article/pii/S0022247X14007525 | |
| dc.language.iso | en | en_US |
| dc.publisher | Elsevier | en_US |
| dc.subject | Martingale | en_US |
| dc.subject | Vector lattice | en_US |
| dc.subject | Riesz space | en_US |
| dc.subject | Stochastic process | en_US |
| dc.subject | Brownian motion | en_US |
| dc.subject | Itô integral | en_US |
| dc.title | The Itô integral for Brownian motion in vector lattices. Part1 | en_US |
| dc.type | Article | en_US |
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