Limit laws for martingales in vector lattices

DOI10.1016/J.JMAA.2019.04.008zbMath1462.46004OpenAlexW2928677930WikidataQ128117973 ScholiaQ128117973MaRDI QIDQ2633875

Gheorghe Stoica

Publication date: 10 May 2019

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.2019.04.008

zbMATH Keywords

projectionorder convergencequasi-interior points

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Ordered topological linear spaces, vector lattices (46A40)

Related Items (5)

Ergodicity in Riesz Spaces ⋮ A vector Girsanov result and its applications to conditional measures via the Birkhoff integrability ⋮ Induced actions of \(\mathfrak{B} \)-Volterra operators on regular bounded martingale spaces ⋮ The Hájek-Rényi-Chow maximal inequality and a strong law of large numbers in Riesz spaces ⋮ A Koopman-von Neumann type theorem on the convergence of Cesàro means in Riesz spaces

Cites Work

• Ergodic theory and the strong law of large numbers on Riesz spaces
• Relevant coherent measures of risk
• Mixing inequalities in Riesz spaces
• Mixingales on Riesz spaces
• Unbounded order convergence and application to martingales without probability
• Uo-convergence and its applications to Cesàro means in Banach lattices
• Limit laws in vector lattices
• Market completeness: A return to order
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