Quadratic variation of martingales in Riesz spaces

DOI10.1016/J.JMAA.2013.08.037zbMATH Open1307.60047OpenAlexW2080167897MaRDI QIDQ2260431FDOQ2260431

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

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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)

Cites Work

• Introduction to stochastic integration.
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• Title not available (Why is that?)
• Distribution function inequalities for martingales
• Martingales in Banach lattices
• Stopping Times and Directed Processes
• Extension of positive operators and Korovkin theorems
• Conditional expectations on Riesz spaces
• Discrete stochastic integration in Riesz spaces
• Discrete-time stochastic processes on Riesz spaces.
• Convergence of Riesz space martingales
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• Doob's optional sampling theorem in Riesz spaces
• Continuous stochastic processes in Riesz spaces: The Doob-Meyer decomposition
• Convergent martingales of operators and the Radon Nikodým property in Banach spaces
• A description of norm-convergent martingales on vector-valued \(L^p\)-spaces
• Stopping Time Techniques for Analysts and Probabilists
• A Sample Function Property of Martingales

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
• Title not available (Why is that?)
• Burkholder theorem in Riesz spaces
• Girsanov's theorem in vector lattices
• Completeness for vector lattices
• Itô's rule and Lévy's theorem in vector lattices
• The Itô integral for martingales in vector lattices
• The Itô integral for Brownian motion in vector lattices. I
• 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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