Browsing Research Output by Subject "Conditional expectation"
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The Itô integral for Brownian motion in vector lattices. Part 2
(Elsevier, 2015)The Itô integral for Brownian motion in a vector lattice, as constructed in Part 1 of this paper, is extended to accommodate a larger class of integrands. This extension provides an analogue of the indefinite Itô integral ... -
On vector-valued characters for noncommutative function algebras
(Springer, 2020)Let A be a closed subalgebra of a C∗-algebra, that is a norm-closed algebra of Hilbert space operators. We generalize to such operator algebras several key theorems and concepts from the theory of classical function algebras. ...