Stochastic Integration in Banach Spaces using a product structure with partial order
Probability
2009-10-29 v1 Functional Analysis
Abstract
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.
Keywords
Cite
@article{arxiv.0910.5363,
title = {Stochastic Integration in Banach Spaces using a product structure with partial order},
author = {Joris Bierkens and Onno van Gaans},
journal= {arXiv preprint arXiv:0910.5363},
year = {2009}
}