Doob's optional sampling theorem in Riesz spaces
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Cites work
- A Martingale Convergence Theorem in Vector Lattices
- An Andô-Douglas type theorem in Riesz spaces with a conditional expectation
- Banach lattices
- Conditional expectations on Riesz spaces
- Continuous stochastic processes in Riesz spaces: The Doob-Meyer decomposition
- Convergence of Riesz space martingales
- Discrete-time stochastic processes on Riesz spaces.
- Ergodic theory and the strong law of large numbers on Riesz spaces
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- Martingales in Banach lattices
Cited in
(24)- Introduction to stopping time in stochastic finance theory. II
- Discrete-time stochastic processes on Riesz spaces.
- Markov processes on Riesz spaces
- Stopped processes and Doob's optional sampling theorem
- Itô's rule and Lévy's theorem in vector lattices
- Andô-Douglas type characterization of optional projections and predictable projections
- Maximal probability inequalities in vector lattices
- Jensen's and martingale inequalities in Riesz spaces
- The Kolmogorov-Čentsov theorem and Brownian motion in vector lattices
- Quadratic variation of martingales in Riesz spaces
- The Hájek-Rényi-Chow maximal inequality and a strong law of large numbers in Riesz spaces
- Girsanov's theorem in vector lattices
- The Itô integral for martingales in vector lattices
- Optional sampling theorem for deformed submartingales
- scientific article; zbMATH DE number 2129894 (Why is no real title available?)
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- Randomized Stopping Times: DOOB'S Optiomal Sampling Theorem and Optimal Stopping
- The Itô integral for Brownian motion in vector lattices. I
- The Itô integral for Brownian motion in vector lattices. II
- The quadratic variation of continuous time stochastic processes in vector lattices
- Generalization of Doob's optional sampling theorem for deformed submartingales
- Discrete stopping times in the lattice of continuous functions
- The Itô integral and near-martingales in Riesz spaces
- Uniform integrability in vector lattices and applications
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