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• #### Girsanov’s theorem in vector lattices ﻿

(Springer, 2019)
In this paper we formulate and proof Girsanov’s theorem in vector lattices. To reach this goal, we develop the theory of cross-variation processes, derive the cross-variation formula and the Kunita–Watanabe inequality. ...
• #### 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 ...
• #### The Itô integral for Brownian motion in vector lattices. Part1 ﻿

(Elsevier, 2015)
In this paper the Itô integral for Brownian motion is constructed in a vector lattice and some of its properties are derived. The assumption is that there exists a conditional expectation operator on the vector lattice and ...

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