The Ito integral and near-martingales in Riesz spaces

被引：0

作者：

Divandar, Mahin Sadat ^{[1
]}

Sadeghi, Ghadir ^{[1
,2
]}

机构：

[1] Hakim Sabzevari Univ, Dept Math & Comp Sci, POB 397, Sabzevar, Iran

[2] Ferdowsi Univ Mashhad, Ctr Excellence Anal Algebra Struct CEAAS, Mashhad, Razavi Khorasan, Iran

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2023年 / 52卷 / 14期

关键词：

Ito integral; near-martingale; Brownian motion; Riesz space; instantly independent; BROWNIAN-MOTION; CONVERGENCE; THEOREM;

D O I：

10.1080/03610926.2021.2003401

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A new class of the Ito integral for Brownian motion is defined and studied in the framework of Riesz spaces. The stochastic process with respect to this stochastic integral is non-adapted and it is a motivitation to construct near-martingales in Riesz spaces. Furthermore, we state Doob-Meyer decomposition theorem for near-submartingales in Riesz spaces.

引用

页码：5068 / 5081

页数：14

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