{ "id": "0910.5363", "version": "v1", "published": "2009-10-28T12:36:17.000Z", "updated": "2009-10-28T12:36:17.000Z", "title": "Stochastic Integration in Banach Spaces using a product structure with partial order", "authors": [ "Joris Bierkens", "Onno van Gaans" ], "categories": [ "math.PR", "math.FA" ], "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.", "revisions": [ { "version": "v1", "updated": "2009-10-28T12:36:17.000Z" } ], "analyses": { "subjects": [ "60H05" ], "keywords": [ "partial order", "product structure", "stochastic integration", "banach space valued stochastic integral", "weak version" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2009arXiv0910.5363B" } } }