Continuous stochastic processes in Riesz spaces: The Doob-Meyer decomposition
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Publication:618834
DOI10.1007/s11117-010-0088-2zbMath1216.46005MaRDI QIDQ618834
Publication date: 17 January 2011
Published in: Positivity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11117-010-0088-2
Doob-Meyer decomposition; vector lattice; submartingale; stochastic process with continuous parameter
60G44: Martingales with continuous parameter
60G07: General theory of stochastic processes
46A40: Ordered topological linear spaces, vector lattices
06F20: Ordered abelian groups, Riesz groups, ordered linear spaces
Related Items
On the distribution function with respect to conditional expectation on Riesz spaces, Bernoulli Processes in Riesz Spaces, Doob's optional sampling theorem in Riesz spaces, 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, On the decompositions of \(T\)-quasi-martingales on Riesz spaces, Itô's rule and Lévy's theorem in vector lattices, Andô-Douglas type characterization of optional projections and predictable projections, 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, Burkholder inequalities in Riesz spaces, The Itô integral for martingales in vector lattices
Cites Work
- An Andô-Douglas type theorem in Riesz spaces with a conditional expectation
- Martingales in Banach lattices
- Ergodic theory and the strong law of large numbers on Riesz spaces
- Banach lattices
- Conditional expectations on Riesz spaces
- Discrete-time stochastic processes on Riesz spaces.
- A decomposition theorem for supermartingales
- Convergence of Riesz space martingales
- A Martingale Convergence Theorem in Vector Lattices
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