Burkholder inequalities in Riesz spaces

DOI10.1016/j.indag.2017.07.007zbMath1386.60156OpenAlexW2744217827MaRDI QIDQ2406391

Youssef Azouzi, Kawtar Ramdane

Publication date: 27 September 2017

Published in: Indagationes Mathematicae. New Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.indag.2017.07.007

zbMATH Keywords

martingaleRiesz spaceBurkholder inequalityconditional expectation on Riesz spacesstochastic process in Riesz spaces

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Martingales and classical analysis (60G46)

Related Items (6)

Maximal probability inequalities in vector lattices ⋮ Completeness for vector lattices ⋮ Generalization of the theorems of Barndorff-Nielsen and Balakrishnan-Stepanov to Riesz spaces ⋮ The sup-completion of a Dedekind complete vector lattice ⋮ Burkholder theorem in Riesz spaces ⋮ The Hájek-Rényi-Chow maximal inequality and a strong law of large numbers in Riesz spaces

Cites Work

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• Conditional expectations on Riesz spaces
• Discrete-time stochastic processes on Riesz spaces.
• Markov processes on Riesz spaces
• Jensen's and martingale inequalities in Riesz spaces
• Quadratic variation of martingales in Riesz spaces
• Ideal Theory in f-Algebras
• Martingale Transforms

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