Journal of Operator Theory

Volume 34, Issue 1, Summer 1995 pp. 145-175.

Stopping and integration in a product structure

Authors: C. Barnett (1) and S. Voliotis (2)
Author institution: (1) Department of Mathematics, Imperial College of Science, Technology and Medicine, London SW7 2BZ, U.K.
(2) Department of Mathematics, Imperial College of Science, Technology and Medicine, London SW7 2BZ, U.K.

Summary: We investigate stochastic integration and random stopping in a non-commutative filtration by embedding our analysis in the von Neumann algebra formed by the product of the algebras of the filtration.

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