On the decompositions of T-quasi-martingales on Riesz spaces

DOI10.1007/S11117-013-0253-5MaRDI QIDQ740815zbMATH OpenOpenAlexFDO

Authors Jessica J. Vardy, Bruce A. Watson

Publication date 9 September 2014

Published in Positivity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11117-013-0253-5

zbMATH Keywords

conditional expectationquasi-martingalequasi-potentialRiesz decompositionRiesz space

Mathematics Subject Classification ID

Ordered topological linear spaces, vector lattices (46A40) Linear operators on ordered spaces (47B60) Generalized stochastic processes (60G20) Generalizations of martingales (60G48)

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Cited in

(5)

• Set-valued Brownian motion
• Burkholder inequalities in Riesz spaces
• scientific article; zbMATH DE number 604994 (Why is no real title available?)
• On the distribution function with respect to conditional expectation on Riesz spaces
• Weitzenböck and Clark-Ocone Decompositions for Differential Forms on the Space of Normal Martingales

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