Markov processes on Riesz spaces
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Publication:1928535
DOI10.1007/s11117-011-0121-0zbMath1270.47035arXiv1707.01054MaRDI QIDQ1928535
Jessica J. Vardy, Bruce Alastair Watson
Publication date: 3 January 2013
Published in: Positivity (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1707.01054
60G42: Martingales with discrete parameter
60G48: Generalizations of martingales
60G40: Stopping times; optimal stopping problems; gambling theory
47B60: Linear operators on ordered spaces
Related Items
On the distribution function with respect to conditional expectation on Riesz spaces, Bernoulli Processes in Riesz Spaces, Ergodicity in Riesz Spaces, Chernoff’s inequality in Riesz spaces, The Itô integral and near-martingales in Riesz spaces, Uniform stability and weak ergodicity of nonhomogeneous Markov chains defined on ordered Banach spaces with a base, Discrete stochastic integration in Riesz spaces, Set-valued Brownian motion, Near-epoch dependence in Riesz spaces, Mixing inequalities in Riesz spaces, Mixingales on Riesz spaces, Itô's rule and Lévy's theorem in vector lattices, Generalized Dobrushin ergodicity coefficient and ergodicities of non-homogeneous Markov chains, Maximal probability inequalities in vector lattices, The Kolmogorov-Čentsov theorem and Brownian motion in vector lattices, Girsanov's theorem in vector lattices, Burkholder inequalities in Riesz spaces, The Itô integral for martingales in vector lattices
Cites Work
- Discrete stochastic integration in Riesz spaces
- An Andô-Douglas type theorem in Riesz spaces with a conditional expectation
- Ergodic theory and the strong law of large numbers on Riesz spaces
- Banach lattices
- Characterizations of conditional expectation-type operators
- Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung
- Conditional expectations on Riesz spaces
- Discrete-time stochastic processes on Riesz spaces.
- Convergence of Riesz space martingales
- Stopping Time Techniques for Analysts and Probabilists
- Stopping Times and Directed Processes
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