Doob's optional sampling theorem in Riesz spaces (Q409301)

This paper is a continuation of the author's paper [Positivity 14, No. 4, 731--751 (2010; Zbl 1216.46005)] where the author defined continuous time stochastic processes in Riesz spaces and proved the Doob-Meyer decomposition theorem for martingales. In this paper the notions of stopping times and stopped processes for continuous stochastic processes are defined and studied in the framework of Riesz spaces. These considerations lead to a formulation and proof of Doob's optimal sampling theorem.