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J. Bierkens

1 paper hereh-index 161.1k citations49 works total

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math.PR2009

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

Joris Bierkens, Onno van Gaans

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…

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