On the distribution function with respect to conditional expectation on Riesz spaces

DOI10.2989/16073606.2017.1377310zbMath1396.60005OpenAlexW2756350818MaRDI QIDQ4637819

Youssef Azouzi, Kawtar Ramdane

Publication date: 3 May 2018

Published in: Quaestiones Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2989/16073606.2017.1377310

zbMATH Keywords

distribution functionRiesz spaceDaniell integralconditional expectation operator

Mathematics Subject Classification ID

Probability theory on algebraic and topological structures (60B99) Set functions, measures and integrals with values in ordered spaces (28B15)

Related Items

Maximal probability inequalities in vector lattices, Completeness for vector lattices, Discrete stopping times in the lattice of continuous functions, Girsanov's theorem in vector lattices

Cites Work

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• The Itô integral for Brownian motion in vector lattices. I
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• Conditional expectations on Riesz spaces
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• Markov processes on Riesz spaces
• Jensen's and martingale inequalities in Riesz spaces
• Quadratic variation of martingales in Riesz spaces