Discrete stopping times in the lattice of continuous functions

DOI10.1007/S11117-024-01044-5MaRDI QIDQ6126583zbMATH OpenOpenAlexFDO

Authors Achintya Raya Polavarapu

Publication date 9 April 2024

Published in Positivity (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2311.15205

zbMATH Keywords

stochastic processstopped processstopping timeuniversal completionvector lattice

Mathematics Subject Classification ID

Ordered topological linear spaces, vector lattices (46A40) Lattices of continuous, differentiable or analytic functions (46E05) Generalized stochastic processes (60G20) Stopping times; optimal stopping problems; gambling theory (60G40)

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Cites work

• L^p-spaces with respect to conditional expectation on Riesz spaces
• Completeness for vector lattices
• Conditional expectations on Riesz spaces
• Continuous stochastic processes in Riesz spaces: The Doob-Meyer decomposition
• Discrete-time stochastic processes on Riesz spaces.
• Doob's optional sampling theorem in Riesz spaces
• Extension of positive operators and Korovkin theorems
• scientific article; zbMATH DE number 2129894 (Why is no real title available?)
• scientific article; zbMATH DE number 2016135 (Why is no real title available?)
• Jensen's and martingale inequalities in Riesz spaces
• On simple representations of stopping times and stopping time sigma-algebras
• On the distribution function with respect to conditional expectation on Riesz spaces
• Order and uo-convergence in spaces of continuous functions
• Positive operators
• Random measures, theory and applications
• Stopped processes and Doob's optional sampling theorem
• The Kolmogorov-Čentsov theorem and Brownian motion in vector lattices
• The sup-completion of a Dedekind complete vector lattice

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