Jensen's and martingale inequalities in Riesz spaces

DOI10.1016/j.indag.2013.02.003zbMath1307.47095OpenAlexW2095455969MaRDI QIDQ2252915

Jacobus J. Grobler

Publication date: 24 July 2014

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

Full work available at URL: https://doi.org/10.1016/j.indag.2013.02.003

zbMATH Keywords

Doob's maximal inequalityJensen's inequalitystochastic processvector latticedowncrossing theoremDoob's \(L^p\)-inequalityupcrossing theorem

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Functional calculus for linear operators (47A60) Martingales with continuous parameter (60G44) Positive linear operators and order-bounded operators (47B65) Ordered topological linear spaces, vector lattices (46A40) Applications of operator theory in probability theory and statistics (47N30)

Related Items (24)

Maximal probability inequalities in vector lattices ⋮ Set-valued Brownian motion ⋮ \(L^p\)-spaces with respect to conditional expectation on Riesz spaces ⋮ Near-epoch dependence in Riesz spaces ⋮ Burkholder inequalities in Riesz spaces ⋮ The Itô integral for martingales in vector lattices ⋮ Generalized expectation with general kernels on g-semirings and its applications ⋮ Completeness for vector lattices ⋮ Discrete stopping times in the lattice of continuous functions ⋮ Characterisation of conditional weak mixing via ergodicity of the tensor product in Riesz spaces ⋮ The Itô integral for Brownian motion in vector lattices. I ⋮ The Itô integral for Brownian motion in vector lattices. II ⋮ On the distribution function with respect to conditional expectation on Riesz spaces ⋮ The sup-completion of a Dedekind complete vector lattice ⋮ Convergence in Riesz spaces with conditional expectation operators ⋮ Ergodicity in Riesz Spaces ⋮ Mixing inequalities in Riesz spaces ⋮ Bernoulli Processes in Riesz Spaces ⋮ The quadratic variation of continuous time stochastic processes in vector lattices ⋮ Itô's rule and Lévy's theorem in vector lattices ⋮ 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 ⋮ A Koopman-von Neumann type theorem on the convergence of Cesàro means in Riesz spaces

Cites Work

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• Doob's optional sampling theorem in Riesz spaces
• Continuous stochastic processes in Riesz spaces: The Doob-Meyer decomposition
• An Andô-Douglas type theorem in Riesz spaces with a conditional expectation
• Martingales in Banach lattices
• A description of norm-convergent martingales on vector-valued \(L^p\)-spaces
• Ergodic theory and the strong law of large numbers on Riesz spaces
• Extension of positive operators and Korovkin theorems
• Banach lattices
• Conditional expectations on Riesz spaces
• Discrete-time stochastic processes on Riesz spaces.
• Convergence of Riesz space martingales
• Convergent martingales of operators and the Radon Nikodým property in Banach spaces

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