Limit laws for martingales in vector lattices

DOI10.1016/J.JMAA.2019.04.008MaRDI QIDQ2633875zbMATH OpenOpenAlexWikidataFDO

Authors George 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

order convergenceprojectionquasi-interior points

Mathematics Subject Classification ID

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

Review text

This paper is devoted to an approach of limit laws in vector lattices, via order convergence. The main assumption posed on the vector lattices being considered is the order completeness. Another one is the existence of a weak unit, or else quasi-interior points. The filtration may be understood as a class of projection maps.

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Cites work

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Cited in

(12)

• Induced actions of \(\mathfrak{B} \)-Volterra operators on regular bounded martingale spaces
• Vitali-type theorems for filter convergence related to vector lattice-valued modulars and applications to stochastic processes
• A vector Girsanov result and its applications to conditional measures via the Birkhoff integrability
• The Hájek-Rényi-Chow maximal inequality and a strong law of large numbers in Riesz spaces
• Stochastic integral and martingale representation in vector lattices
• Limit laws in vector lattices
• scientific article; zbMATH DE number 58355 (Why is no real title available?)
• scientific article; zbMATH DE number 58375 (Why is no real title available?)
• scientific article; zbMATH DE number 734452 (Why is no real title available?)
• Ergodicity in Riesz Spaces
• A Koopman-von Neumann type theorem on the convergence of Cesàro means in Riesz spaces
• A Kakutani-Rokhlin decomposition for conditionally ergodic process in the measure-free setting of vector lattices

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