paper

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

arXiv:0910.5363

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.

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