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arXiv:0910.5363 [math.PR]AbstractReferencesReviewsResources

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

Joris Bierkens, Onno van Gaans

Published 2009-10-28Version 1

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.

Categories: math.PR, math.FA
Subjects: 60H05
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