[Banach] Abstract of a paper by Joris Bierkens and Onno van Gaans

This is an announcement for the paper "Stochastic integration in Banach spaces using a product structure with partial order" by Joris Bierkens and Onno van Gaans.

Abstract: 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.

Archive classification: math.PR math.FA

Mathematics Subject Classification: 60H05

The source file(s), reportdec06.tex: 91221 bytes, is(are) stored in gzipped form as 0910.5363.gz with size 21kb. The corresponding postcript file has gzipped size 154kb.

Submitted from: j.bierkens@cwi.nl

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http://front.math.ucdavis.edu/0910.5363

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http://arXiv.org/abs/0910.5363

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