Burkholder inequalities in Riesz spaces (Q2406391)
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English | Burkholder inequalities in Riesz spaces |
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Burkholder inequalities in Riesz spaces (English)
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27 September 2017
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The classical Burkholder inequality on the real line \(\mathbb{R}\) shows that, for \(p>1\), the \(L_p\)-norm of a martingale is comparable to the \(L_p\)-norm of its square function. The present article offers a version of the Burkholder inequality for martingales defined on a Dedekind complete Riesz space. For the proof, the authors extend several notions which are absolutely standard on \(\mathbb{R}\) (for instance, the Riemann integral) to the highly nontrivial setting of Riesz spaces.
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Riesz space
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conditional expectation on Riesz spaces
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martingale
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Burkholder inequality
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stochastic process in Riesz spaces
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