| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4615482 | Journal of Mathematical Analysis and Applications | 2015 | 23 Pages |
Abstract
In this paper the Itô integral for Brownian motion is constructed in a vector lattice and some of its properties are derived. The assumption is that there exists a conditional expectation operator on the vector lattice and the construction does not depend on a probability measure space. The classical case of the Itô integral is a special case of the constructed integral in the vector lattice.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Jacobus J. Grobler, Coenraad C.A. Labuschagne,