Continuous stochastic processes in Riesz spaces: The Doob-Meyer decomposition
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Publication:618834
DOI10.1007/s11117-010-0088-2zbMath1216.46005MaRDI QIDQ618834
Publication date: 17 January 2011
Published in: Positivity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11117-010-0088-2
Doob-Meyer decomposition; vector lattice; submartingale; stochastic process with continuous parameter
60G44: Martingales with continuous parameter
60G07: General theory of stochastic processes
46A40: Ordered topological linear spaces, vector lattices
06F20: Ordered abelian groups, Riesz groups, ordered linear spaces
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Cites Work
- An Andô-Douglas type theorem in Riesz spaces with a conditional expectation
- Martingales in Banach lattices
- Ergodic theory and the strong law of large numbers on Riesz spaces
- Banach lattices
- Conditional expectations on Riesz spaces
- Discrete-time stochastic processes on Riesz spaces.
- A decomposition theorem for supermartingales
- Convergence of Riesz space martingales
- A Martingale Convergence Theorem in Vector Lattices
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