Quadratic variation of martingales in Riesz spaces

DOI10.1016/j.jmaa.2013.08.037zbMath1307.60047OpenAlexW2080167897MaRDI QIDQ2260431

Coenraad C. A. Labuschagne, Jacobus J. Grobler, Valeria Marraffa

Publication date: 10 March 2015

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.2013.08.037

zbMATH Keywords

martingaleRiesz spacequadratic variationvector latticeAustin's theoremmeasure-free stochastic processes

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Generalizations of martingales (60G48) Ordered topological linear spaces, vector lattices (46A40)

Related Items (12)

Set-valued Brownian motion ⋮ Burkholder inequalities in Riesz spaces ⋮ The Itô integral for martingales in vector lattices ⋮ Completeness for vector lattices ⋮ Spaces of regular abstract martingales ⋮ The Itô integral for Brownian motion in vector lattices. I ⋮ On the distribution function with respect to conditional expectation on Riesz spaces ⋮ The quadratic variation of continuous time stochastic processes in vector lattices ⋮ Itô's rule and Lévy's theorem in vector lattices ⋮ Burkholder theorem in Riesz spaces ⋮ The Hájek-Rényi-Chow maximal inequality and a strong law of large numbers in Riesz spaces ⋮ Girsanov's theorem in vector lattices

Cites Work

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