Convergence of Riesz space martingales

DOI10.1016/S0019-3577(06)80021-2zbMATH Open1105.47034MaRDI QIDQ2503003FDOQ2503003

Authors: Wen-Chi Kuo, Coenraad C. A. Labuschagne, Bruce A. Watson 

Publication date: 13 September 2006

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

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zbMATH Keywords

stopping timeconditional expectationRiesz space

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40) Linear operators on ordered spaces (47B60)

Cites Work

• Banach lattices
• Characterizations of conditional expectation-type operators
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• Stopping Times and Directed Processes
• Conditional expectations on Riesz spaces
• Discrete-time stochastic processes on Riesz spaces.
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• Convergence of Martingales with a Directed Index Set
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• Stopping Time Techniques for Analysts and Probabilists

Cited In (31)

• Title not available (Why is that?)
• A note on regular martingales in Riesz spaces
• Title not available (Why is that?)
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• The Hájek-Rényi-Chow maximal inequality and a strong law of large numbers in Riesz spaces
• Jensen's and martingale inequalities in Riesz spaces
• Doob's optional sampling theorem in Riesz spaces
• Continuous stochastic processes in Riesz spaces: The Doob-Meyer decomposition
• Martingale convergence theorems in \(JW\)-algebras
• Ergodic theory and the strong law of large numbers on Riesz spaces
• The sup-completion of a Dedekind complete vector lattice
• Title not available (Why is that?)
• An Andô-Douglas type theorem in Riesz spaces with a conditional expectation
• Unbounded order convergence and application to martingales without probability
• The Itô integral and near-martingales in Riesz spaces
• Markov processes on Riesz spaces
• Discrete-time stochastic processes on Riesz spaces.
• Mixing inequalities in Riesz spaces
• Title not available (Why is that?)
• Burkholder theorem in Riesz spaces
• Amarts on Riesz spaces
• Convergence in Riesz spaces with conditional expectation operators
• Girsanov's theorem in vector lattices
• Discrete stochastic integration in Riesz spaces
• The Itô integral for martingales in vector lattices
• Convergence of martingales on a Riemannian manifold
• The quadratic variation of continuous time stochastic processes in vector lattices
• The Kolmogorov-Čentsov theorem and Brownian motion in vector lattices
• Quadratic variation of martingales in Riesz spaces
• Abstract integration with respect to measures and applications to modular convergence in vector lattice setting

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