An Andô-Douglas type theorem in Riesz spaces with a conditional expectation

DOI10.1007/S11117-008-2239-2zbMATH Open1186.47038OpenAlexW2030671173MaRDI QIDQ839541FDOQ839541

Bruce A. Watson

Publication date: 2 September 2009

Published in: Positivity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11117-008-2239-2

zbMATH Keywords

Riesz spacesHahn-Jordan decompositionRadon-Nikodým theoremAndô-Douglas theorem

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40) Linear operators on ordered spaces (47B60)

Cites Work

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• Characterizations of conditional expectation-type operators
• Contractive projections on an \(L_ 1\) space
• Stopping Times and Directed Processes
• Conditional expectations on Riesz spaces
• Discrete-time stochastic processes on Riesz spaces.
• Convergence of Riesz space martingales
• An elementary proof of Douglas' theorem on contractive projections on \(L_ 1\)-spaces
• The range of a contractive projection on an L\(_p\)-space
• Stopping Time Techniques for Analysts and Probabilists
• Representations of positive projections. I

Cited In (24)

• Jensen's and martingale inequalities in Riesz spaces
• Strong completeness of a class of \(L^2(T)\)-type Riesz spaces
• Doob's optional sampling theorem in Riesz spaces
• Andô-Douglas type characterization of optional projections and predictable projections
• Stopped processes and Doob's optional sampling theorem
• Continuous stochastic processes in Riesz spaces: The Doob-Meyer decomposition
• Maximal probability inequalities in vector lattices
• Bernoulli Processes in Riesz Spaces
• Chernoff’s inequality in Riesz spaces
• Markov processes on Riesz spaces
• A Koopman-von Neumann type theorem on the convergence of Cesàro means in Riesz spaces
• On the decompositions of \(T\)-quasi-martingales on Riesz spaces
• Mixing inequalities in Riesz spaces
• Near-epoch dependence in Riesz spaces
• Ergodicity in Riesz Spaces
• Girsanov's theorem in vector lattices
• Discrete stochastic integration in Riesz spaces
• Itô's rule and Lévy's theorem in vector lattices
• The Itô integral for martingales in vector lattices
• The quadratic variation of continuous time stochastic processes in vector lattices
• Strong sequential completeness of the natural domain of a conditional expectation operator in Riesz spaces
• The Kolmogorov-Čentsov theorem and Brownian motion in vector lattices
• The Kac formula and Poincaré recurrence theorem in Riesz spaces
• Conditional expectations on Riesz spaces

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