Amarts on Riesz spaces
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Publication:925965
DOI10.1007/s10114-007-1025-6zbMath1138.60034OpenAlexW2063486459MaRDI QIDQ925965
Coenraad C. A. Labuschagne, Wen-Chi Kuo, Bruce Alastair Watson
Publication date: 26 May 2008
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-007-1025-6
Martingales with discrete parameter (60G42) Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40) Linear operators on ordered spaces (47B60)
Related Items (1)
Cites Work
- Banach lattices
- Limits for martingale-like sequences
- Amarts: A class of asymptotic martingales. A: Discrete parameter
- Another martingale convergence theorem
- A refinement of the Riesz decomposition for amarts and semiamarts
- Orderamarts: A class of asymptotic martingales
- Summability and vector amarts
- Characterizations of conditional expectation-type operators
- Conditional expectations on Riesz spaces
- Discrete-time stochastic processes on Riesz spaces.
- Convergence of Riesz space martingales
- Riesz spaces valued measures and processes
- Stopping Time Techniques for Analysts and Probabilists
- Martingales in the Limit and Amarts
- Stopping Times and Directed Processes
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