Markov Processes, Strong Markov Processes and Brownian Motion in Riesz Spaces View Full Text


Ontology type: schema:Chapter     


Chapter Info

DATE

2019-08-10

AUTHORS

Jacobus J. Grobler

ABSTRACT

The different definitions for Markov processes used in the classical case are studied in the abstract setting of vector lattices where they are not all equivalent. Strong Markov processes are defined and it is shown that a Brownian motion is a strong Markov process. This fact is used in a proof that a Brownian filtration is right-continuous. This holds in the classical case only for the augmentation of the Brownian filtration, but in the abstract case the augmented filtration is not larger than the original one. More... »

PAGES

205-222

Book

TITLE

Positivity and Noncommutative Analysis

ISBN

978-3-030-10849-6
978-3-030-10850-2

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/978-3-030-10850-2_10

DOI

http://dx.doi.org/10.1007/978-3-030-10850-2_10

DIMENSIONS

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