The Kolmogorov-Čentsov theorem and Brownian motion in vector lattices

DOI10.1016/j.jmaa.2013.08.056zbMath1335.60155OpenAlexW1978903888MaRDI QIDQ2260373

Jacobus J. Grobler

Publication date: 10 March 2015

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2013.08.056

zbMATH Keywords

Brownian motionHölder continuityvector latticesKolmogorov-Chentsov theorem

Mathematics Subject Classification ID

Brownian motion (60J65) Ordered topological linear spaces, vector lattices (46A40) Ordered abelian groups, Riesz groups, ordered linear spaces (06F20)

Related Items (15)

Maximal probability inequalities in vector lattices ⋮ Set-valued Brownian motion ⋮ \(L^p\)-spaces with respect to conditional expectation on Riesz spaces ⋮ The Itô integral for martingales in vector lattices ⋮ Discrete stopping times in the lattice of continuous functions ⋮ The Itô integral and near-martingales in Riesz spaces ⋮ The Itô integral for Brownian motion in vector lattices. I ⋮ The Itô integral for Brownian motion in vector lattices. II ⋮ The sup-completion of a Dedekind complete vector lattice ⋮ Convergence in Riesz spaces with conditional expectation operators ⋮ Ergodicity 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 ⋮ Girsanov's theorem in vector lattices

Cites Work

• Doob's optional sampling theorem in Riesz spaces
• Continuous stochastic processes in Riesz spaces: The Doob-Meyer decomposition
• Discrete stochastic integration in Riesz spaces
• 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.
• Markov processes on Riesz spaces
• Convergence of Riesz space martingales
• Convergent martingales of operators and the Radon Nikodým property in Banach spaces
• A Martingale Convergence Theorem in Vector Lattices
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