Conditional expectations on Riesz spaces

DOI10.1016/j.jmaa.2004.08.050zbMath1075.46002OpenAlexW1969011584MaRDI QIDQ1770990

Coenraad C. A. Labuschagne, Wen-Chi Kuo, Bruce Alastair Watson

Publication date: 7 April 2005

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2004.08.050

zbMATH Keywords

conditional expectations averaging operators \(f\)-algebras Riesz spaces

Mathematics Subject Classification ID

Linear operators on ordered spaces (47B60) Ordered topological linear spaces, vector lattices (46A40)

Related Items

Maximal probability inequalities in vector lattices, An Andô-Douglas type theorem in Riesz spaces with a conditional expectation, A characterization of the vector lattice of measurable functions, Ergodic theory and the strong law of large numbers on Riesz spaces, \(L^p\)-spaces with respect to conditional expectation on Riesz spaces, Near-epoch dependence in Riesz spaces, Burkholder inequalities in Riesz spaces, The Itô integral for martingales in vector lattices, Markov processes on Riesz spaces, Completeness for vector lattices, The Kac formula and Poincaré recurrence theorem in Riesz spaces, Spaces of regular abstract martingales, Generalization of the theorems of Barndorff-Nielsen and Balakrishnan-Stepanov to Riesz spaces, Continuous stochastic processes in Riesz spaces: The Doob-Meyer decomposition, Discrete stochastic integration in Riesz spaces, Chernoff’s inequality in Riesz spaces, Maharam-type kernel representation for operators with a trigonometric domination, Doob's optional sampling theorem in Riesz spaces, Discrete stopping times in the lattice of continuous functions, On (in)dependence measures in Riesz spaces, The Itô integral and near-martingales in Riesz spaces, Mixingales on Riesz spaces, Characterisation of conditional weak mixing via ergodicity of the tensor product 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, Amarts on Riesz spaces, On the distribution function with respect to conditional expectation on Riesz spaces, The sup-completion of a Dedekind complete vector lattice, Convergence in Riesz spaces with conditional expectation operators, Ergodicity in Riesz Spaces, Mixing inequalities in Riesz spaces, Bernoulli Processes in Riesz Spaces, Jensen's and martingale inequalities in Riesz spaces, A Banach lattice approach to convergent integrably bounded set-valued martingales and their positive parts, 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, Andô-Douglas type characterization of optional projections and predictable projections, Averaging operators and continuous projections on \(f\)-algebras, Convergence of Riesz space martingales, Induced actions of \(\mathfrak{B} \)-Volterra operators on regular bounded martingale spaces, On the decompositions of \(T\)-quasi-martingales on Riesz spaces, A Girsanov result for the Pettis integral, Burkholder theorem in Riesz spaces, QUADRATIC EQUATIONS IN HILBERTIAN OPERATORS AND APPLICATIONS, The Hájek-Rényi-Chow maximal inequality and a strong law of large numbers in Riesz spaces, Girsanov's theorem in vector lattices, Operator martingale decompositions and the Radon-Nikodým property in Banach spaces, A Koopman-von Neumann type theorem on the convergence of Cesàro means in Riesz spaces, Unbounded order convergence and application to martingales without probability

Cites Work