Discrete-time stochastic processes on Riesz spaces.

DOI10.1016/S0019-3577(04)80010-7zbMath1057.60041OpenAlexW2077014107MaRDI QIDQ1890451

Coenraad C. A. Labuschagne, Wen-Chi Kuo, Bruce Alastair Watson

Publication date: 3 January 2005

Published in: Indagationes Mathematicae. New Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0019-3577(04)80010-7

zbMATH Keywords

positive operatorsconditional expectation, martingales, stopping times

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40) Positive linear operators and order-bounded operators (47B65) Applications of operator theory in probability theory and statistics (47N30)

Related Items (39)

Maximal probability inequalities in vector lattices ⋮ An Andô-Douglas type theorem in Riesz spaces with a conditional expectation ⋮ Unconditional Schauder decompositions and stopping times in the Lebesgue-Bochner spaces ⋮ A description of norm-convergent martingales on vector-valued \(L^p\)-spaces ⋮ Ergodic theory and the strong law of large numbers on Riesz spaces ⋮ Near-epoch dependence in Riesz spaces ⋮ Burkholder inequalities in Riesz spaces ⋮ The Itô integral for martingales in vector lattices ⋮ Markov processes on Riesz spaces ⋮ The Kac formula and Poincaré recurrence theorem in Riesz spaces ⋮ Generalization of the theorems of Barndorff-Nielsen and Balakrishnan-Stepanov to Riesz spaces ⋮ Continuous stochastic processes in Riesz spaces: The Doob-Meyer decomposition ⋮ Discrete stochastic integration in Riesz spaces ⋮ Chernoff’s inequality in Riesz spaces ⋮ Doob's optional sampling theorem in Riesz spaces ⋮ Discrete stopping times in the lattice of continuous functions ⋮ The Itô integral and near-martingales in Riesz spaces ⋮ Mixingales on Riesz spaces ⋮ The Itô integral for Brownian motion in vector lattices. I ⋮ Amarts on Riesz spaces ⋮ On the distribution function with respect to conditional expectation on Riesz spaces ⋮ The sup-completion of a Dedekind complete vector lattice ⋮ Mixing inequalities in Riesz spaces ⋮ Bernoulli Processes in Riesz Spaces ⋮ Stopped processes and Doob's optional sampling theorem ⋮ Jensen's and martingale inequalities in Riesz spaces ⋮ A Banach lattice approach to convergent integrably bounded set-valued martingales and their positive parts ⋮ The Kolmogorov-Čentsov theorem and Brownian motion in vector lattices ⋮ Quadratic variation of martingales in Riesz spaces ⋮ Itô's rule and Lévy's theorem in vector lattices ⋮ Conditional expectations on Riesz spaces ⋮ Andô-Douglas type characterization of optional projections and predictable projections ⋮ Convergence of Riesz space martingales ⋮ On the decompositions of \(T\)-quasi-martingales on Riesz spaces ⋮ Burkholder theorem in Riesz spaces ⋮ The Hájek-Rényi-Chow maximal inequality and a strong law of large numbers in Riesz spaces ⋮ Girsanov's theorem in vector lattices ⋮ Operator martingale decompositions and the Radon-Nikodým property in Banach spaces ⋮ Unbounded order convergence and application to martingales without probability

Cites Work

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• Conditional measures and operators
• Conditional expectation and ordering
• Characterizations of conditional expectation-type operators
• Two Characterizations of Conditional Probability

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