Markov processes on Riesz spaces

DOI10.1007/s11117-011-0121-0zbMath1270.47035arXiv1707.01054OpenAlexW3100147239MaRDI QIDQ1928535

Jessica J. Vardy, Bruce Alastair Watson

Publication date: 3 January 2013

Published in: Positivity (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.01054

zbMATH Keywords

independenceMarkov processesconditional expectationRiesz spaces

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)

Related Items

Maximal probability inequalities in vector lattices, Set-valued Brownian motion, Near-epoch dependence in Riesz spaces, Burkholder inequalities in Riesz spaces, The Itô integral for martingales in vector lattices, Discrete stochastic integration in Riesz spaces, Chernoff’s inequality in Riesz spaces, The Itô integral and near-martingales in Riesz spaces, Mixingales on Riesz spaces, On the distribution function with respect to conditional expectation on Riesz spaces, Ergodicity in Riesz Spaces, Mixing inequalities in Riesz spaces, Bernoulli Processes in Riesz Spaces, The Kolmogorov-Čentsov theorem and Brownian motion in vector lattices, Itô's rule and Lévy's theorem in vector lattices, Generalized Dobrushin ergodicity coefficient and ergodicities of non-homogeneous Markov chains, Girsanov's theorem in vector lattices, Uniform stability and weak ergodicity of nonhomogeneous Markov chains defined on ordered Banach spaces with a base

Cites Work

• Discrete stochastic integration in Riesz spaces
• An Andô-Douglas type theorem in Riesz spaces with a conditional expectation
• Ergodic theory and the strong law of large numbers on Riesz spaces
• Banach lattices
• Characterizations of conditional expectation-type operators
• Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung
• Conditional expectations on Riesz spaces
• Discrete-time stochastic processes on Riesz spaces.
• Convergence of Riesz space martingales
• Stopping Time Techniques for Analysts and Probabilists
• Stopping Times and Directed Processes
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item