Quadratic variation of martingales in Riesz spaces

DOI10.1016/J.JMAA.2013.08.037MaRDI QIDQ2260431zbMATH OpenOpenAlexFDO

Authors Coenraad C. A. Labuschagne, Jacobus J. Grobler, Valeria Marraffa

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.2013.08.037

zbMATH Keywords

martingalequadratic variationvector latticeRiesz spaceAustin's theoremmeasure-free stochastic processes

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Generalizations of martingales (60G48) Ordered topological linear spaces, vector lattices (46A40)

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• Stopping Times and Directed Processes

Cited in

(17)

• A note on regular martingales in Riesz spaces
• The Hájek-Rényi-Chow maximal inequality and a strong law of large numbers in Riesz spaces
• Burkholder inequalities in Riesz spaces
• Set-valued Brownian motion
• Variations quadratiques et inégalités pour les martingales a deux indices
• On the decompositions of \(T\)-quasi-martingales on Riesz spaces
• Spaces of regular abstract martingales
• scientific article; zbMATH DE number 613128 (Why is no real title available?)
• Burkholder theorem in Riesz spaces
• Girsanov's theorem in vector lattices
• Completeness for vector lattices
• The Itô integral for Brownian motion in vector lattices. I
• Itô's rule and Lévy's theorem in vector lattices
• The Itô integral for martingales in vector lattices
• Remarks on the class of continuous martingales with bounded quadratic variation
• The quadratic variation of continuous time stochastic processes in vector lattices
• On the distribution function with respect to conditional expectation on Riesz spaces

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