Browsing Faculty of Natural and Agricultural Sciences by Subject "Conditional expectation"

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    • The Itô integral for Brownian motion in vector lattices. Part 2 

      Grobler, Jacobus J.; Labuschagne, Coenraad C.A. (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 

      Blecher, David P.; Labuschagne, Louis E. (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. ...