Stochastic Integration in Banach Spaces using a product structure with partial order
Joris BierkensOnno van Gaans
所有作者
Joris BierkensOnno van Gaans
文献摘要
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.