The Itô integral and near-martingales in Riesz spaces

Mahin Sadat Divandar and Ghadir Sadeghi

Communications in Statistics - Theory and Methods, 2023, vol. 52, issue 14, 5068-5081

Abstract: A new class of the Itô 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.

Date: 2023
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2021.2003401 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:52:y:2023:i:14:p:5068-5081

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2021.2003401

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().