Title of article
Quadratic variation of martingales in Riesz spaces
Author/Authors
Grobler، نويسنده , , Jacobus J. and Labuschagne، نويسنده , , Coenraad C.A. and Marraffa، نويسنده , , Valeria، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2014
Pages
9
From page
418
To page
426
Abstract
We derive quadratic variation inequalities for discrete-time martingales, sub- and supermartingales in the measure-free setting of Riesz spaces. Our main result is a Riesz space analogue of Austinʼs sample function theorem, on convergence of the quadratic variation processes of martingales.
Keywords
Quadratic variation , Riesz space , Austin?s theorem , Martingale , Measure-free stochastic processes , Vector lattice
Journal title
Journal of Mathematical Analysis and Applications
Serial Year
2014
Journal title
Journal of Mathematical Analysis and Applications
Record number
1564073
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