The Itô integral and near-martingales in Riesz spaces.

A new class of the Itô integral for Brownian motion is defined and studied in the framework of Riesz spaces. The stochastic process with respect to this stochastic integral is non-adapted and it is a motivitation to construct near-martingales in Riesz spaces. Furthermore, we state Doob–Meyer decomposition theorem for near-submartingales in Riesz spaces. [ABSTRACT FROM AUTHOR]