Convergence of Riesz space martingales

DOI10.1016/S0019-3577(06)80021-2MaRDI QIDQ2503003zbMATH OpenFDO

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)

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)

Recommendations

• scientific article; zbMATH DE number 5722637
• A note on regular martingales in Riesz spaces
• Amarts on Riesz spaces
• Riesz decomposition and convergence for set-valued order submartingale with discrete parameter
• Discrete-time stochastic processes on Riesz spaces.

Cites work

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

Cited in

(32)

• A Hahn-Jordan decomposition and Riesz-Frechet representation theorem in Riesz spaces
• scientific article; zbMATH DE number 4007012 (Why is no real title available?)
• A note on regular martingales in Riesz spaces
• scientific article; zbMATH DE number 2129894 (Why is no real title available?)
• scientific article; zbMATH DE number 58375 (Why is no real title available?)
• The Hájek-Rényi-Chow maximal inequality and a strong law of large numbers in Riesz spaces
• scientific article; zbMATH DE number 722174 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 5722637 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 3858057 (Why is no real title available?)
• Amarts on Riesz spaces
• Burkholder theorem in Riesz spaces
• Convergence in Riesz spaces with conditional expectation operators
• Discrete stochastic integration in Riesz spaces
• Girsanov's theorem in vector lattices
• 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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