Discrete-time stochastic processes on Riesz spaces.
DOI10.1016/S0019-3577(04)80010-7zbMATH Open1057.60041OpenAlexW2077014107MaRDI QIDQ1890451FDOQ1890451
Authors: Wen-Chi Kuo, Coenraad C. A. Labuschagne, Bruce A. 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
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- Conditional expectation and ordering
Cited In (42)
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- The Hájek-Rényi-Chow maximal inequality and a strong law of large numbers in Riesz spaces
- Jensen's and martingale inequalities in Riesz spaces
- Doob's optional sampling theorem in Riesz spaces
- Andô-Douglas type characterization of optional projections and predictable projections
- Stopped processes and Doob's optional sampling theorem
- Continuous stochastic processes in Riesz spaces: The Doob-Meyer decomposition
- Burkholder inequalities in Riesz spaces
- Ergodic theory and the strong law of large numbers on Riesz spaces
- The sup-completion of a Dedekind complete vector lattice
- Maximal probability inequalities in vector lattices
- Riesz spaces valued measures and processes
- An Andô-Douglas type theorem in Riesz spaces with a conditional expectation
- Unbounded order convergence and application to martingales without probability
- The Itô integral and near-martingales in Riesz spaces
- Conditional indicators
- Chernoff’s inequality in Riesz spaces
- Markov processes on Riesz spaces
- On the decompositions of \(T\)-quasi-martingales on Riesz spaces
- Mixing inequalities in Riesz spaces
- Near-epoch dependence in Riesz spaces
- Unconditional Schauder decompositions and stopping times in the Lebesgue-Bochner spaces
- Convergence of Riesz space martingales
- Burkholder theorem in Riesz spaces
- Amarts on Riesz spaces
- A description of norm-convergent martingales on vector-valued \(L^p\)-spaces
- Girsanov's theorem in vector lattices
- Discrete stochastic integration in Riesz spaces
- Itô's rule and Lévy's theorem in vector lattices
- The Itô integral for martingales in vector lattices
- The Itô integral for Brownian motion in vector lattices. I
- Operator martingale decompositions and the Radon-Nikodým property in Banach spaces
- Generalization of the theorems of Barndorff-Nielsen and Balakrishnan-Stepanov to Riesz spaces
- Bernoulli processes in Riesz spaces
- The Kolmogorov-Čentsov theorem and Brownian motion in vector lattices
- On the distribution function with respect to conditional expectation on Riesz spaces
- The Kac formula and Poincaré recurrence theorem in Riesz spaces
- Quadratic variation of martingales in Riesz spaces
- Conditional expectations on Riesz spaces
- A Banach lattice approach to convergent integrably bounded set-valued martingales and their positive parts
- Discrete stopping times in the lattice of continuous functions
- Mixingales on Riesz spaces
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