Jensen's and martingale inequalities in Riesz spaces
Publication:2252915
DOI10.1016/j.indag.2013.02.003zbMath1307.47095MaRDI QIDQ2252915
Publication date: 24 July 2014
Published in: Indagationes Mathematicae. New Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.indag.2013.02.003
Doob's maximal inequality; Jensen's inequality; stochastic process; vector lattice; downcrossing theorem; Doob's \(L^p\)-inequality; upcrossing theorem
60E15: Inequalities; stochastic orderings
47A60: Functional calculus for linear operators
60G44: Martingales with continuous parameter
47B65: Positive linear operators and order-bounded operators
46A40: Ordered topological linear spaces, vector lattices
47N30: Applications of operator theory in probability theory and statistics
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Cites Work
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