Doob's optional sampling theorem in Riesz spaces

DOI10.1007/S11117-011-0114-ZzbMATH Open1242.60041OpenAlexW2111220049MaRDI QIDQ409301FDOQ409301

Authors: Jacobus J. Grobler 

Publication date: 12 April 2012

Published in: Positivity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11117-011-0114-z

Recommendations

• Continuous stochastic processes in Riesz spaces: The Doob-Meyer decomposition
• Discrete-time stochastic processes on Riesz spaces.
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• Stopped processes and Doob's optional sampling theorem
• scientific article; zbMATH DE number 2129894

zbMATH Keywords

martingalestopping timeconditional expectationvector latticestochastic process with continuous parameterstopped process

Mathematics Subject Classification ID

Ordered abelian groups, Riesz groups, ordered linear spaces (06F20) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Ordered topological linear spaces, vector lattices (46A40) General theory of stochastic processes (60G07)

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• Continuous stochastic processes in Riesz spaces: The Doob-Meyer decomposition
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Cited In (21)

• Title not available (Why is that?)
• The Hájek-Rényi-Chow maximal inequality and a strong law of large numbers in Riesz spaces
• Jensen's and martingale inequalities in Riesz spaces
• Andô-Douglas type characterization of optional projections and predictable projections
• Stopped processes and Doob's optional sampling theorem
• Title not available (Why is that?)
• Maximal probability inequalities in vector lattices
• Optional Sampling Theorem for Deformed Submartingales
• The Itô integral and near-martingales in Riesz spaces
• Markov processes on Riesz spaces
• Discrete-time stochastic processes on Riesz spaces.
• Girsanov's theorem in vector lattices
• Itô's rule and Lévy's theorem in vector lattices
• The Itô integral for martingales in vector lattices
• 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
• The Kolmogorov-Čentsov theorem and Brownian motion in vector lattices
• Randomized Stopping Times: DOOB'S Optiomal Sampling Theorem and Optimal Stopping
• Quadratic variation of martingales in Riesz spaces
• Discrete stopping times in the lattice of continuous functions

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