Discrete stochastic integration in Riesz spaces

DOI10.1007/s11117-010-0089-1zbMath1220.47054OpenAlexW2003571213MaRDI QIDQ618835

Coenraad C. A. Labuschagne, Bruce Alastair Watson

Publication date: 17 January 2011

Published in: Positivity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11117-010-0089-1

zbMATH Keywords

Riesz spacestochastic integralmartingale transformuniversal completionf-algebra

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Generalizations of martingales (60G48) Stochastic integrals (60H05) Linear operators on ordered spaces (47B60)

Related Items (18)

Maximal probability inequalities in vector lattices ⋮ Set-valued Brownian motion ⋮ \(L^p\)-spaces with respect to conditional expectation on Riesz spaces ⋮ Near-epoch dependence in Riesz spaces ⋮ The Itô integral for martingales in vector lattices ⋮ Markov processes on Riesz spaces ⋮ Spaces of regular abstract martingales ⋮ On (in)dependence measures in Riesz spaces ⋮ The Itô integral and near-martingales in Riesz spaces ⋮ Strong sequential completeness of the natural domain of a conditional expectation operator in Riesz spaces ⋮ The Itô integral for Brownian motion in vector lattices. I ⋮ Mixing inequalities in Riesz spaces ⋮ Bernoulli Processes in Riesz Spaces ⋮ The Kolmogorov-Čentsov theorem and Brownian motion in vector lattices ⋮ Quadratic variation of martingales in Riesz spaces ⋮ Itô's rule and Lévy's theorem in vector lattices ⋮ On the decompositions of \(T\)-quasi-martingales on Riesz spaces ⋮ The Hájek-Rényi-Chow maximal inequality and a strong law of large numbers in Riesz spaces

Cites Work

• An Andô-Douglas type theorem in Riesz spaces with a conditional expectation
• Ergodic theory and the strong law of large numbers on Riesz spaces
• Amarts on Riesz spaces
• Conditional expectations on Riesz spaces
• Discrete-time stochastic processes on Riesz spaces.
• Markov processes on Riesz spaces
• Convergence of Riesz space martingales
• Some remarks on orthomorphisms
• Inextensible Riesz spaces
• Multiplication in Vector Lattices
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