Jensen's and martingale inequalities in Riesz spaces

DOI10.1016/j.indag.2013.02.003zbMath1307.47095MaRDI 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 inequality; Jensen's inequality; stochastic process; vector lattice; downcrossing theorem; Doob's \(L^p\)-inequality; upcrossing theorem

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

47A60: Functional calculus for linear operators

60G44: Martingales with continuous parameter

47B65: Positive linear operators and order-bounded operators

46A40: Ordered topological linear spaces, vector lattices

47N30: Applications of operator theory in probability theory and statistics

Related Items

On the distribution function with respect to conditional expectation on Riesz spaces, Bernoulli Processes in Riesz Spaces, \(L^p\)-spaces with respect to conditional expectation on Riesz spaces, The Itô integral for Brownian motion in vector lattices. I, The Itô integral for Brownian motion in vector lattices. II, Convergence in Riesz spaces with conditional expectation operators, The quadratic variation of continuous time stochastic processes in vector lattices, Set-valued Brownian motion, Near-epoch dependence in Riesz spaces, Mixing inequalities in Riesz spaces, Itô's rule and Lévy's theorem in vector lattices, 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

Cites Work

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