On the decompositions of \(T\)-quasi-martingales on Riesz spaces

DOI10.1007/s11117-013-0253-5zbMath1310.46007OpenAlexW2044339085MaRDI QIDQ740815

Bruce Alastair Watson, Jessica J. Vardy

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 expectationRiesz spaceRiesz decompositionquasi-potentialquasi-martingale

Mathematics Subject Classification ID

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

Related Items (3)

Set-valued Brownian motion ⋮ Burkholder inequalities in Riesz spaces ⋮ On the distribution function with respect to conditional expectation on Riesz spaces

Cites Work

• Continuous stochastic processes in Riesz spaces: The Doob-Meyer decomposition
• Discrete stochastic integration in Riesz spaces
• An Andô-Douglas type theorem in Riesz spaces with a conditional expectation
• Martingales in Banach lattices
• Representations of positive projections. II
• Characterizations of conditional expectation-type operators
• Conditional expectations on Riesz spaces
• Discrete-time stochastic processes on Riesz spaces.
• Quasi-Martingales
• Quasi-Martingales.
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