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.
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页码：5068 / 5081
页数：14
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