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arxiv: 0910.5363 · v1 · submitted 2009-10-28 · 🧮 math.PR · math.FA

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

classification 🧮 math.PR math.FA
keywords banachorderpartialstochasticstructurealgebraconstructexample
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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.

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